We introduce an entirely new class of high-order methods for computational fluid dynamics based on the Gaussian process (GP) family of stochastic functions. Our approach is to use kernel-based GP prediction methods to interpolate/reconstruct high-order approximations for solving hyperbolic PDEs. We present a new high-order formulation to solve (magneto)hydrodynamic equations using the GP approach that furnishes an alternative to conventional polynomial-based approaches.
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Reyes, A., Lee, D., Graziani, C., & Tzeferacos, P. (2018). A New Class of High-Order Methods for Fluid Dynamics Simulations Using Gaussian Process Modeling: One-Dimensional Case. Journal of Scientific Computing, 76(1), 443–480. https://doi.org/10.1007/s10915-017-0625-2