Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

DOI10.1007/s11222-020-09926-wzbMath1505.62010arXiv1801.01340OpenAlexW3104628076MaRDI QIDQ2195836

Giacomo Garegnani, Assyr Abdulle

Publication date: 27 August 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.01340

zbMATH Keywords

inverse problemsgeometric integrationchaotic systemsuncertainty quantificationprobabilistic methods for ODEsrandom time steps

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (13)

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Uses Software

• RODAS

Cites Work

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