3 papers
math.NA2021
Bayesian Numerical Methods for Nonlinear Partial Differential Equations
Junyang Wang, Jon Cockayne, Oksana Chkrebtii +2
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differe…
stat.OT2019
A Role for Symmetry in the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris J. Oates
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also…
stat.ME2018
On the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris Oates
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error…