Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

DOI10.1007/s11222-020-09926-wzbMath1505.62010arXiv1801.01340MaRDI 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

zbMATH Keywords

inverse problems; geometric integration; chaotic systems; uncertainty quantification; probabilistic methods for ODEs; random time steps

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F15: Bayesian inference

65L20: Stability and convergence of numerical methods for ordinary differential equations

65L05: Numerical methods for initial value problems involving ordinary differential equations

65C30: Numerical solutions to stochastic differential and integral equations

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Uses Software

• RODAS

Cites Work

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