5 citations · 12 across the 15 of their papers we have counts for
4 papers · 1 filter
Stable and Scalable Probabilistic Numerical Solvers for Stiff and High-Dimensional ODEs
Nathanael Bosch
Filtering-based probabilistic numerical solvers for ordinary differential equations (ODEs) have been established as a flexible and efficient simulation framework with built-in nume…
Parallel-in-Time Probabilistic Numerical ODE Solvers
Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi +3
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from…
Probabilistic Exponential Integrators
Nathanael Bosch, Philipp Hennig, Filip Tronarp
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, the…
Calibrated Adaptive Probabilistic ODE Solvers
Nathanael Bosch, Philipp Hennig, Filip Tronarp
Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides…