We learn step-size controllers for (1) adaptive quadrature rules and (2) adaptive integration schemes for ODEs. Please refer to the Jupyter notebook files "quadrature.ipynb" and "time_stepper_ODE.ipynb".
These files accompany the article:
Efficient time stepping for numerical integration using reinforcement learning
Michael Dellnitz, Eyke Hüllermeier, Marvin Lücke, Sina Ober-Blöbaum, Christian Offen, Sebastian Peitz, Karlson Pfannschmidt
SIAM Journal on Scientific Computing, Volume 45 (2), 2023, pages A579-A595, DOI: 10.1137/21M1412682
DOI: 10.1137/21M1412682 Preprint: arXiv:2104.03562