Rigorous parameter reconstruction for differential equations with noisy data |
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Authors: | Tomas Johnson [Author Vitae] Warwick Tucker [Author Vitae] |
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Affiliation: | a Department of Mathematics, Uppsala University, Box 480, 751 06 Uppsala, Sweden b Department of Mathematics, University of Bergen, Johannes Brunsgate 12, 5008 Bergen, Norway |
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Abstract: | We present a method that-given a data set, a finitely parametrized system of ordinary differential equations (ODEs), and a search space of parameters-discards portions of the search space that are inconsistent with the model ODE and data. The method is completely rigorous as it is based on validated integration of the vector field. As a consequence, no consistent parameters can be lost during the pruning phase. For data sets with moderate levels of noise, this yields a good reconstruction of the underlying parameters. Several examples are included to illustrate the merits of the method. |
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Keywords: | Rigorous numerics Parameter estimation Ordinary differential equations Interval analysis |
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