Probabilistic Numerical Method of Lines (PNMOL)

This code accompanies the paper "Probabilistic Numerical Method of Lines for Time-Dependent Partial Differential Equations", which is published at the AISTATS 2022 conference and currently available 🔗 here (https://arxiv.org/pdf/2110.11847.pdf).

📝 Cite as

@article{kramer2022probabilistic,
  title={Probabilistic Numerical Method of Lines for Time-Dependent Partial Differential Equations},
  author={Kr{\"a}mer, Nicholas and Schmidt, Jonathan and Hennig, Philipp},
  journal={AISTATS},
  year={2022}
}

🏃 Run Experiments

⚙️ 1. Install

In the root-directory, execute

pip3 install -e .

🚀 2. Run and plot experiments

⚠️ It is easiest if you run everything from the root directory. I.e., instead of navigating to the experiments directory, run

python3 experiments/figureX.py

where you just replace X by one of {1, 2, 3, 4}.