3 papers
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…
math.NA2023
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…