no code implementations • 2 Aug 2022 • Emilia Magnani, Nicholas Krämer, Runa Eschenhagen, Lorenzo Rosasco, Philipp Hennig
Neural operators are a type of deep architecture that learns to solve (i. e. learns the nonlinear solution operator of) partial differential equations (PDEs).
1 code implementation • 3 Dec 2021 • Jonathan Wenger, Nicholas Krämer, Marvin Pförtner, Jonathan Schmidt, Nathanael Bosch, Nina Effenberger, Johannes Zenn, Alexandra Gessner, Toni Karvonen, François-Xavier Briol, Maren Mahsereci, Philipp Hennig
Probabilistic numerical methods (PNMs) solve numerical problems via probabilistic inference.
no code implementations • NeurIPS 2021 • Nicholas Krämer, Philipp Hennig
We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions.
2 code implementations • 22 Oct 2021 • Nicholas Krämer, Jonathan Schmidt, Philipp Hennig
Thereby, we extend the toolbox of probabilistic programs for differential equation simulation to PDEs.
no code implementations • 22 Oct 2021 • Nicholas Krämer, Nathanael Bosch, Jonathan Schmidt, Philipp Hennig
Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems.
no code implementations • 14 Jun 2021 • Nicholas Krämer, Philipp Hennig
We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions.
1 code implementation • NeurIPS 2021 • Jonathan Schmidt, Nicholas Krämer, Philipp Hennig
Mechanistic models with differential equations are a key component of scientific applications of machine learning.
1 code implementation • 18 Dec 2020 • Nicholas Krämer, Philipp Hennig
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems.
no code implementations • ICML 2020 • Hans Kersting, Nicholas Krämer, Martin Schiegg, Christian Daniel, Michael Tiemann, Philipp Hennig
To address this shortcoming, we employ Gaussian ODE filtering (a probabilistic numerical method for ODEs) to construct a local Gaussian approximation to the likelihood.