According to the SciML tutorial,
https://github.com/SciML/SciMLTutorials.jl/blob/e8c8c3e51703fd08b874abbbc7b52ed895d0cb6f/tutorials/DiffEqUncertainty/01-expectation_introduction.jmd#L111
However, when I actually tried this, I got the right answer:
u0_dist = [Normal(3.0,2.0)]
expectation(g, prob, u0_dist, p, Koopman(), Tsit5())
u: 1-element Vector{Float64}:
0.9035426476099575
Compared with the analytical solution:
exp(p[1]*4.0)*mean(u0_dist[1])
According to the SciML tutorial,
https://github.com/SciML/SciMLTutorials.jl/blob/e8c8c3e51703fd08b874abbbc7b52ed895d0cb6f/tutorials/DiffEqUncertainty/01-expectation_introduction.jmd#L111
However, when I actually tried this, I got the right answer:
Compared with the analytical solution:
0.9035826357366064