Title of article :
PARAMETER ESTIMATION IN RANDOM DIFFERENTIAL EQUATION MODELS
Author/Authors :
Banks, H.T. Center for Research in Scientific Computation (CRSC) - North Carolina State University Raleigh, United States , Joyner, M.L. Dept of Mathematics and Statistics - East Tennessee State University, Johnson City
Abstract :
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.
Keywords :
parameter estimation , random differential equations , stochastic differen- tial equation equivalents , model comparison techniques
Journal title :
Eurasian Journal of Mathematical and Computer Applications