Statistical analysis of differential equations: introducing probability measures on numerical solutions

DOI10.1007/s11222-016-9671-0zbMath1384.62082OpenAlexW2467245180WikidataQ59614105 ScholiaQ59614105MaRDI QIDQ1703820

Konstantinos C. Zygalakis, Andrew M. Stuart, Simo Särkkä, Patrick R. Conrad, Mark A. Girolami

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9671-0

zbMATH Keywords

inverse problemsnumerical analysisuncertainty quantificationprobabilistic numerics

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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