Constrained Probabilistic Numerics: Gaussian Process Solvers for Linear PDEs under Linear Inequality Constraints
arXiv:2610.13804v1 Announce Type: new Abstract: Gaussian process solvers for linear partial differential equations (PDEs) return posteriors rather than point estimates, but they condition only on equality information: the PDE residual, boundary data, and measurements. Many solutions of interest als…
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- 2026-10-12 04:00 · arXiv stat.ML
Constrained Probabilistic Numerics: Gaussian Process Solvers for Linear PDEs under Linear Inequality Constraints