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ЖУРНАЛЫ // Eurasian Journal of Mathematical and Computer Applications // Архив

Eurasian Journal of Mathematical and Computer Applications, 2017, том 5, выпуск 1, страницы 5–44 (Mi ejmca13)

Parameter estimation in random differential equation models

H. T. Banksa, M. L. Joynerb

a Center for Research in Scientific Computation (CRSC) North Carolina State University Raleigh, NC, United States
b Dept of Mathematics and Statistics East Tennessee State University Johnson City, TN 37614

Аннотация: We consider two distinct techniques for estimating random parameters in random differential equation (RDE) models. In one approach, the solution to a RDE is represented by a collection of solution trajectories in the form of sample deterministic equations. In a second approach we employ pointwise equivalent stochastic differential equation (SDE) representations for certain RDEs. Each of the approaches is tested using deterministic model comparison techniques for a logistic growth model which is viewed as a special case of a more general Bernoulli growth model. We demonstrate efficacy of the preferred method with experimental data using algae growth model comparisons.

Ключевые слова: parameter estimation, random differential equations, stochastic differential equation equivalents, model comparison techniques.

MSC: 34K29, 34K50, 65L09, 37H10, 49N45

Поступила в редакцию: 14.12.2016

Язык публикации: английский



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