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Parameter Estimation For Partial Differential Equations

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Date
2013
Publisher city
Paris
Publisher
Université Paris-Dauphine
Link to item file
http://hal.inria.fr/hal-00920853
Dewey
Probabilités et mathématiques appliquées
Sujet
Partial Differential Equations
URI
https://basepub.dauphine.fr/handle/123456789/12362
Collections
  • CEREMADE : Publications
Metadata
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Author
Vigneaux, Paul
Rachdi, Nabil
Prieur, Clémentine
Louvet, Violaine
Lelièvre, Tony
Hoffmann, Marc
Grenier, Emmanuel
Type
Document de travail / Working paper
Item number of pages
11
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.

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