Estimation of Ordinary Differential Equation Models with Discretization Error Quantification
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Publication:5858427
DOI10.1137/19M1278405zbMath1462.62156arXiv1907.10565OpenAlexW3135923918MaRDI QIDQ5858427
Publication date: 13 April 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.10565
Point estimation (62F10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Related Items (3)
Randomised one-step time integration methods for deterministic operator differential equations ⋮ Modelling the discretization error of initial value problems using the Wishart distribution ⋮ Bayesian ODE solvers: the maximum a posteriori estimate
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