Bayesian Numerical Methods for Nonlinear Partial Differential Equations

no code implementations • 22 Apr 2021 • Junyang Wang, Jon Cockayne, Oksana Chkrebtii, T. J. Sullivan, Chris. J. Oates

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied.

Bayesian Inference Uncertainty Quantification