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Summary
DescriptionLinpde-gp.png
English: A problem-specific Gaussian process prior is conditioned on partially-known physics, given by uncertain boundary conditions (BC) and a linear PDE, as well as on noisy physical measurements from experiment. The boundary conditions and the right-hand side of the PDE are not known but inferred from a small set of noise-corrupted measurements. The plots juxtapose the belief with the true solution of the latent boundary value problem.
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