Open AccessBayesian approximation of solutions to linear ordinary differential equations
Author(s) -
Karole Herzog,
Max D. Morris,
Toby J. Mitchell
Publication year - 1990
Language(s) - English
Resource type - Reports
DOI - 10.2172/6242347
Subject(s) - ordinary differential equation , bayesian probability , linear differential equation , mathematics , differential equation , mathematical analysis , statistics
An approach to numerically solving linear ordinary differential equations, based on statistical Bayesian prediction, is described. Preliminary results on the details of choice of correlation parameters and experimental design are given, using first- and second-order example problems. 6 refs., 7 figs.
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