Fitting coefficients of differential systems with Monte Carlo methods

• المؤلفون الرئيسيون: Chan Shio, Christian, Diener, Francine
• التنسيق: text
• منشور في: Archīum Ateneo 2015
• الموضوعات: Coefficient fitting; differential system; Monte Carlo method; sequential rejection sampling; Mathematics
• الوصول للمادة أونلاين: https://archium.ateneo.edu/mathematics-faculty-pubs/6; https://hal.inria.fr/hal-01320623

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...