Numerical Gaussian Processes for Time-Dependent and Nonlinear Partial Differential Equations
DOI10.1137/17M1120762zbMath1386.65030arXiv1703.10230OpenAlexW2605147767MaRDI QIDQ3130409
Paris Perdikaris, Maziar Raissi, George Em. Karniadakis
Publication date: 22 January 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.10230
Runge-Kutta methodslinear multistep methodsuncertainty quantificationBayesian modelingprobabilistic machine learning
Probabilistic models, generic numerical methods in probability and statistics (65C20) Learning and adaptive systems in artificial intelligence (68T05) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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