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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Main Authors: | Chan Shio, Christian, Diener, Francine |
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Format: | text |
Published: |
Archīum Ateneo
2015
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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 |
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