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Nicholas Krämer Profile picture
Nicholas Krämer
@pnkraemer
Probabilistic numerics, state-space models, differentiable linear algebra, and of course a healthy dose of figure-making.
Apr 12, 2022 • 7 tweets • 3 min read
⚡️New research on probabilistic numerical solvers for (partial) differential equations ⚡️

How do I solve nonlinear, time-dependent #pde's with a #probnum algorithm?

A thread. (1/7) How do you solve a time-dependent PDE efficiently without probabilistic numerics? 🧐 Many will probably answer with the method of lines: discretise the differential equation in space, and use an ODE solver for the rest. ✔️ (2/7)