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stat.ME2018★ 17 cited
Implicit Probabilistic Integrators for ODEs
Onur Teymur, Han Cheng Lie, Tim Sullivan +1
We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construct…
stat.ME2013
Bayesian Solution Uncertainty Quantification for Differential Equations
Oksana A. Chkrebtii, David A. Campbell, Ben Calderhead +1
We explore probability modelling of discretization uncertainty for system states defined implicitly by ordinary or partial differential equations. Accounting for this uncertainty c…