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操作员引用多任务高斯过程去求解微分方程

Operator Induced Multi-Task Gaussian Processes for Solving Differential Equations
课程网址: http://videolectures.net/nipsworkshops2010_melkumyan_oim/  
主讲教师: Arman Melkumyan
开课单位: 悉尼大学
开课时间: 2011-01-12
课程语种: 英语
中文简介:
常微分方程和偏微分方程在科学和工程的不同分支中被广泛地用于模拟各种各样的现象,如扩散、稳定性、波传播、人口增长和化学反应,仅举几个例子。对于大多数实际问题,这些微分方程不能用解析方法求解,必须采用数值方法。本文发展了将多任务高斯过程应用于常微分方程和偏微分方程数值解的方法。对于不同类型的ODE和PDE,通过将所得的数值解与相应的精确解析解进行比较,详细评估了所提出方法的准确性。
课程简介: Ordinary and partial differential equations are extensively used in different branches of science and engineering to model wide variety of phenomena, such as diffusion, stability, wave propagation, population growth and chemical reactions, to mention just a few. For most practical problems these differential equations cannot be solved analytically and numerical techniques must be employed. This paper develops methodology for applying mutli-task Gaussian processes to numerical solution of ordinary (ODEs) and partial (PDEs) differential equations. For different classes of ODEs and PDEs a detailed evaluation of the accuracy of the proposed methodology is presented by comparing the obtained numerical solutions with the corresponding exact analytical ones.
关 键 词: 偏微分方程; 高斯过程; 常微分方程
课程来源: 视频讲座网
最后编审: 2020-06-02:张荧(课程编辑志愿者)
阅读次数: 93