Optimal prediction and the Klein-Gordon equation

1999/10/08 by Hald, O. H.
#FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.math/9910048

Abstract

The method of optimal prediction is applied to calculate the future means of solutions to the Klein-Gordon equation. It is shown that in an appropriate probability space, the difference between the average of all solutions that satisfy certain constraints at time t=0, and the average computed by an approximate method, is small with high probability.

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