Probabilistic Exponential Integrators - Experiments

This repo contains the experiment code for the paper "Probabilistic Exponential Integrators", accepted at NeurIPS 2023.

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The functionality of the paper is implemented in the ProbNumDiffEq.jl package. It provides a range of fast probabilistic ODE solvers for first- and second-order ODEs and DAEs - and also probabilistic exponential integrators. Check out the getting started and the probabilistic exponential integrators tutorials!

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Running the experiments

The experiments are located in ./experiments/. Code should be run from the root directory directly.

First open julia, activate the local environment, and instantiate it to install all the packages:

julia> ]
(v1.9) pkg> activate .
(v1.9) pkg> instantiate

and you can quit the pkg environment by hitting backspace.

To run a julia script from the Julia REPL,

julia> include("experiments/1_logistic/run.jl")

Reference

@inproceedings{bosch2023probabilistic,
  title={Probabilistic Exponential Integrators},
  author={Nathanael Bosch and Philipp Hennig and Filip Tronarp},
  booktitle={Thirty-seventh Conference on Neural Information Processing Systems},
  year={2023},
  url={https://openreview.net/forum?id=2dx5MNs2Ip}
}