938 citations
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Showing 2016Show all
3 papers · 1 filter
math.NA2016★ 13 cited
Probabilistic Linear Multistep Methods
Onur Teymur, Konstantinos Zygalakis, Ben Calderhead
We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, start…
stat.ME2016★ 3 cited
Probabilistic Models for Integration Error in the Assessment of Functional Cardiac Models
Chris. J. Oates, Steven Niederer, Angela Lee +2
This paper studies the numerical computation of integrals, representing estimates or predictions, over the output of a computational model with respect to a distribution $p(…
stat.ME2016★ 4 cited
Probabilistic Numerical Methods for Partial Differential Equations and Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan +1
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problem…