Probability Measures on Numerical Solutions of ODEs and PDEs for Uncertainty Quantification and Infe

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：michelle77

【摘要】

：

　　Deterministic ODE and PDE solvers are widely used,but characterizing the error in numerical solutions within a coherent statistical framework is challenging

【作者】

：

Conrad Patrick Girolami Mark Stuart Andrew

【机构】

：

Univ.of Warwick

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　Deterministic ODE and PDE solvers are widely used,but characterizing the error in numerical solutions within a coherent statistical framework is challenging.

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Probability Measures on Numerical Solutions of ODEs and PDEs for Uncertainty Quantification and Infe

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