https://www.youtube.com/watch?v=dSwkGy-q32M

Probabilistic Numerics for ODEs 7: Sampling-based solvers

This video is part of a ten-part spotlight series on Probabilistic Numerical Methods for (ordinary) differential equations.

In this seventh video, Nina Effenberger introduces a different class of solvers based on stochastically perturbing a classic (point estimator) solver, originally introduced by
* Conrad et al., https://link.springer.com/content/pdf/10.1007/s11222-016-9671-0.pdf and by
* Abdulle & Garegnani: https://link.springer.com/content/pdf/10.1007/s11222-020-09926-w.pdf

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