  For more than two centuries, solutions of differential equations have been
obtained either analytically or numerically based on typically well-behaved
forcing and boundary conditions for well-posed problems. We are changing this
paradigm in a fundamental way by establishing an interface between
probabilistic machine learning and differential equations. We develop
data-driven algorithms for general linear equations using Gaussian process
priors tailored to the corresponding integro-differential operators. The only
observables are scarce noisy multi-fidelity data for the forcing and solution
that are not required to reside on the domain boundary. The resulting
predictive posterior distributions quantify uncertainty and naturally lead to
adaptive solution refinement via active learning. This general framework
circumvents the tyranny of numerical discretization as well as the consistency
and stability issues of time-integration, and is scalable to high-dimensions.
