Identification of the initial function for discretized delay differential equations

DOI10.1016/J.CAM.2004.11.035MaRDI QIDQ557705zbMATH OpenOpenAlexFDO

Authors Christopher T. H. Baker, E. I. Parmuzin

Publication date 30 June 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.11.035

zbMATH Keywords

convergencedata assimilationdiscrete adjoint equationdiscrete delay differential equationidentification problemInitial functionregularization parameter

Mathematics Subject Classification ID

Inverse problems for functional-differential equations (34K29) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Review text

The paper is concerned with a system of linear delay differential equations \[ {\dot y}(t)-A(t)y(t)-B(t)y(t-\tau)=f(t), \] \(t \in [0,T]\) subject to \(y(t)=\varphi(t)\), \(t \in [-\tau,0]\). The functions \(f(t), \varphi(t) \in \mathbb R^{n \times 1}\) and \(A(t), B(t) \in \mathbb R^{n \times n}\) are supposed to be continuous. Let \(y(t)=y(\varphi;t)\) be a solution to the equation and \({\hat \varphi}(t)\), \({\hat y}(t)\) be two given functions. The authors analyze the data assimilation problem of finding a minimizer to the discrepancy functional \[ \int_{-\tau}^0 \| \varphi(t)- {\hat \varphi}(t)\|^2 dt + \| \varphi(0)- {\hat \varphi}(0) \|^2+ \| y(\varphi;0)-{\hat y}(0)\|^2+ \int_0^T \| y(\varphi;t)-{\hat y}(t) \|^2 dt. \] A discrete version of this problem is derived. The main result is a convergence theorem for an iterative process of solving the suggested finite-dimensional variational problem.

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Cites work

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Cited in

(5)

• Sense from sensitivity and variation of parameters
• Analysis via integral equations of an identification problem for delay differential equations
• Initial function estimation for scalar neutral delay differential equations
• Identification of the initial function for nonlinear delay differential equations
• Computational aspects of time-lag models of Marchuk type that arise in immunology

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