A parameter estimation method based on random slow manifolds

DOI10.1016/j.apm.2014.11.049zbMath1443.37038arXiv1303.4600OpenAlexW2963483013MaRDI QIDQ2009937

Jian Ren, Jin-qiao Duan, Xiang Jun Wang

Publication date: 3 December 2019

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.4600

zbMATH Keywords

stochastic optimizationparameter estimationslow-fast systemrandom slow manifoldquantifying uncertainty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Generation, random and stochastic difference and differential equations (37H10) Invariant manifold theory for dynamical systems (37D10)

Related Items (7)

Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion ⋮ Stochastic dynamics and data science ⋮ The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise ⋮ Data assimilation and parameter estimation for a multiscale stochastic system withα-stable Lévy noise ⋮ A Wong-Zakai approximation for random slow manifolds with application to parameter estimation ⋮ Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise ⋮ Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise

Uses Software

• fminsearch

Cites Work

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• An Introduction to Sparse Stochastic Processes
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• An impact of noise on invariant manifolds in nonlinear dynamical systems

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