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Linear PDE Solvers as Gaussian Process Inference

Project description

LinPDE-GP: Linear PDE Solvers based on GP Regression

Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"

Getting Started

Cloning the Repository

This repository includes Git submodules, so it is best cloned via

git clone --recurse-submodules git@github.com:marvinpfoertner/linpde-gp.git

If you forgot the --recurse-submodules flag when cloning, simply run

git submodule update --init --recursive

inside the repository.

Installing a Full Development Environment

cd path/to/linpde-gp
pip install -r dev-requirements.txt

Citation

If you use this software, please cite our paper.

@misc{Pfoertner2022LinPDEGP,
  author = {Pf\"ortner, Marvin and Steinwart, Ingo and Hennig, Philipp and Wenger, Jonathan},
  title = {Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers},
  year = {2022},
  publisher = {arXiv},
  doi = {10.48550/arxiv.2212.12474},
  url = {https://arxiv.org/abs/2212.12474}
}

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