The Inverse Problem: Autoregressive Estimators
Roughly speaking, all numerical solutions of linear partial differential equations can be broken down into two groups: (1) the expansion of the solution in terms of some basis (Galerkin method), and (2) the approximation of derivatives by finite differences. The same is relevant to the inverse problem.
KeywordsGaussian Kernel Autoregressive Model Stochastic Partial Differential Equation Linear Partial Differential Equation Stochastic Partial Differential Equa
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