Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration
Publication:2195836
DOI10.1007/s11222-020-09926-wzbMath1505.62010arXiv1801.01340OpenAlexW3104628076MaRDI QIDQ2195836
Giacomo Garegnani, Assyr Abdulle
Publication date: 27 August 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.01340
inverse problemsgeometric integrationchaotic systemsuncertainty quantificationprobabilistic methods for ODEsrandom time steps
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30)
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