Tag: collocation

Scalable h-adaptive probabilistic solver for time-independent and time-dependent systems arXiv:2508.09623v1 Announce Type: new Abstract: Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and imposing the governing PDE as a constraint at a finite set of collocation…