Comments on "Bayesian Solution Uncertainty Quantification for Differential Equations" by Chkrebtii, Campbell, Calderhead & Girolami

TL;DR

This paper provides a critical commentary on a recent work about probabilistic numerical methods for solving differential equations, highlighting its strengths and potential areas for further exploration.

Contribution

The paper offers an insightful critique and discussion of the original probabilistic solver approach, emphasizing its clarity and suggesting directions for future research.

Findings

Acknowledges the clarity of the original presentation

Highlights the potential of probabilistic solvers for differential equations

Suggests areas for further development and investigation

Abstract

I would like to thank the authors for their interesting and very clearly presented paper discussing probabilistic solvers for ODEs and PDEs.