BibTeX
@MISC{Solomonoff93bayesfinite,
author = {Alex Solomonoff},
title = {Bayes Finite Difference Schemes},
year = {1993}
}
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Abstract
Bayes finite difference schemes are an alternative version of nite difference schemes. They are derived by constructing an expression for the average error of a scheme, and then minimizing the error over all possible versions of finite difference schemes. Optimum schemes are constructed for several situations and their performance analyzed. They are found to be more efficient than traditional schemes. Also, the average error is a tool that can be used to do many different kinds of optimization. For example, we find schemes which achieve a specified accuracy at minimum cost.
