Statistical analysis of differential equations: introducing probability measures on numerical solutions.
Patrick R. ConradMark A. GirolamiSimo SärkkäAndrew M. StuartKonstantinos ZygalakisPublished in: Stat. Comput. (2017)
Keyphrases
- numerical solution
- differential equations
- probability measures
- statistical analysis
- stochastic process
- dynamical systems
- metric space
- ordinary differential equations
- partial differential equations
- numerical methods
- finite dimensional
- probability measure
- difference equations
- conditional probabilities
- multiscale
- continuous functions
- numerical integration