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Parameter Estimation For Partial Differential Equations

Vigneaux, Paul; Rachdi, Nabil; Prieur, Clémentine; Louvet, Violaine; Lelièvre, Tony; Hoffmann, Marc; Grenier, Emmanuel (2013), Parameter Estimation For Partial Differential Equations. https://basepub.dauphine.fr/handle/123456789/12362

Type
Document de travail / Working paper
External document link
http://hal.inria.fr/hal-00920853
Date
2013
Publisher
Université Paris-Dauphine
Published in
Paris
Pages
11
Metadata
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Author(s)
Vigneaux, Paul cc
Rachdi, Nabil
Prieur, Clémentine
Louvet, Violaine
Lelièvre, Tony cc
Hoffmann, Marc
Grenier, Emmanuel
Abstract (EN)
Résumé : Many physical phenomena are modeled by parametrized PDEs. The poor knowledge on the involved parameters is often one of the numerous sources of uncertainties on these models. Some of these parameters can be estimated, with the use of real world data. The aim of this mini-symposium is to introduce some of the various tools from both statistical and numerical communities to deal with this issue. Parametric and non-parametric approaches are developed in this paper. Some of the estimation procedures require many evaluations of the initial model. Some interpolation tools and some greedy algorithms for model reduction are therefore also presented, in order to reduce time needed for running the model.
Subjects / Keywords
Partial Differential Equations