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Computing Sensitivities or Solving Parameter Estimation Problems in ODEs and DDEs Enright, Wayne
Description
In recent years we have developed reliable order $p$ methods for the approximate solution of general systems of IVPs and DDEs. We have used these methods to implement effective techniques for parameter estimation and sensitivity analysis for IVPs and DDEs. The two techniques we have investigated are the "variational approach" and the "adjoint approach". We will discuss the cost and reliability of each approach and identify several factors that contribute to the performance of each. In particular we will discuss why, for each technique, the underlying numerical IVP or DDE solver must exploit inherent parallelism if the number of state variables, the number of parameters, or the number of data points is large.
Item Metadata
Title |
Computing Sensitivities or Solving Parameter Estimation Problems in ODEs and DDEs
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2016-11-29T13:04
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Description |
In recent years we have developed reliable order $p$ methods for the
approximate solution of general systems of IVPs and DDEs. We have used
these methods to implement effective techniques for parameter
estimation and sensitivity analysis for IVPs and DDEs. The two
techniques we have investigated are the "variational approach" and the
"adjoint approach". We will discuss the cost and reliability of each
approach and identify several factors that contribute to the
performance of each. In particular we will discuss why, for each
technique, the underlying numerical IVP or DDE solver must exploit
inherent parallelism if the number of state variables, the number of
parameters, or the number of data points is large.
|
Extent |
32 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: University of Toronto
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Series | |
Date Available |
2017-05-15
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
|
DOI |
10.14288/1.0347483
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International