Parameter Estimation in Random Differential Equation Models
Document Type
Article
Publication Date
1-1-2017
Description
We consider two distinct techniques for estimating random parameters in random differential equation (RDE) models. In one approach, the solution to a RDE is represented by a collection of solution trajectories in the form of sample deterministic equations. In a second approach we employ pointwise equivalent stochastic differential equation (SDE) representations for certain RDEs. Each of the approaches is tested using deterministic model comparison techniques for a logistic growth model which is viewed as a special case of a more general Bernoulli growth model. We demonstrate efficacy of the preferred method with experimental data using algae growth model comparisons.
Citation Information
Banks, H. T.; and Joyner, M. L.. 2017. Parameter Estimation in Random Differential Equation Models. Eurasian Journal of Mathematical and Computer Applications. Vol.5(1). 5-44. https://doi.org/10.32523/2306-3172-2017-5-1-5-44 ISSN: 2306-6172