This video is part of a ten-part spotlight series on Probabilistic Numerical Methods for (ordinary) differential equations.
In this seventh video, Nina Effenberger introduces a different class of solvers based on stochastically perturbing a classic (point estimator) solver, originally introduced by
* Conrad et al., [ Ссылка ] and by
* Abdulle & Garegnani: [ Ссылка ]
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