Explicit Estimation of Derivatives from Data and Differential Equations by Gaussian Process Regression

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the solution data only. To address the key issue of accuracy and ro...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2020-10
Hauptverfasser:	Wang, Hongqiao, Zhou, Xiang
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Bayesian analysis Boundary conditions Derivatives Gaussian process Iterative methods Mathematical analysis Nonlinear differential equations Nonlinear equations Regression Robustness (mathematics) Standard data Statistical inference
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!