Sequential maximal updated density parameter estimation for dynamical systems with parameter drift

DOI10.1002/NME.7618MaRDI QIDQ7020261zbMATH OpenFDO

Authors Carlos del-Castillo-Negrete, Rylan Spence, T. Butler, C. Dawson

Publication date 4 March 2025

Published in International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/NME.7618

zbMATH Keywords

inverse problemsparameter driftparameter estimationpullback measurepush-forward measureuncertainty quantification

Mathematics Subject Classification ID

Parametric inference (62Fxx) Probabilistic methods, stochastic differential equations (65Cxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

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