3 papers
math.NA2024
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…
cs.LG2024
Diffusion Tempering Improves Parameter Estimation with Probabilistic Integrators for Ordinary Differential Equations
Jonas Beck, Nathanael Bosch, Michael Deistler +4
Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. I…
math.OC2024
Probabilistic ODE Solvers for Integration Error-Aware Numerical Optimal Control
Amon Lahr, Filip Tronarp, Nathanael Bosch +3
Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error…