Learning interacting particle systems: Diffusion parameter estimation for aggregation equations

DOI10.1142/S0218202519500015zbMath1412.65171arXiv1802.02267OpenAlexW2964061010WikidataQ128939711 ScholiaQ128939711MaRDI QIDQ4630566

Jian-Guo Liu, Hui Huang, Jian-feng Lu

Publication date: 27 March 2019

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.02267

zbMATH Keywords

inverse problemconcentration inequalitydata assimilationmean-field limitdiscrete observationparameter identification of agent-based model

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items

Numerical Identification of Nonlocal Potentials in Aggregation, Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories, On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system, Zero-diffusion limit for aggregation equations over bounded domains, Propagation of chaos for the Keller-Segel equation over bounded domains, On the identifiability of interaction functions in systems of interacting particles, The microscopic derivation and well-posedness of the stochastic Keller-Segel equation, Mean-field Analysis of Multipopulation Dynamics with Label Switching, Leader formation with mean-field birth and death models, Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit, Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data

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