Fitting coefficients of differential systems with Monte Carlo methods

We consider the problem of estimating the coefficients in a system of differential equations when a trajectory of the system is known at a set of times. To do this, we use a simple Monte Carlo sampling method, known as the rejection sampling algorithm. Unlike deterministic methods, it does not provi...

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Bibliographic Details
Main Authors: Chan Shio, Christian, Diener, Francine
Format: text
Published: Archīum Ateneo 2015
Subjects:
Online Access:https://archium.ateneo.edu/mathematics-faculty-pubs/6
https://hal.inria.fr/hal-01320623
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Institution: Ateneo De Manila University