Learning interacting particle systems: Diffusion parameter estimation for aggregation equations
Publication
, Journal Article
Huang, H; Liu, JG; Lu, J
Published in: Mathematical Models and Methods in Applied Sciences
January 1, 2019
In this paper, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator with partial observed data to approximate the diffusion parameter , and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.
Duke Scholars
Published In
Mathematical Models and Methods in Applied Sciences
DOI
ISSN
0218-2025
Publication Date
January 1, 2019
Volume
29
Issue
1
Start / End Page
1 / 29
Related Subject Headings
- Applied Mathematics
- 4901 Applied mathematics
- 0103 Numerical and Computational Mathematics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Huang, H., Liu, J. G., & Lu, J. (2019). Learning interacting particle systems: Diffusion parameter estimation for aggregation equations. Mathematical Models and Methods in Applied Sciences, 29(1), 1–29. https://doi.org/10.1142/S0218202519500015
Huang, H., J. G. Liu, and J. Lu. “Learning interacting particle systems: Diffusion parameter estimation for aggregation equations.” Mathematical Models and Methods in Applied Sciences 29, no. 1 (January 1, 2019): 1–29. https://doi.org/10.1142/S0218202519500015.
Huang H, Liu JG, Lu J. Learning interacting particle systems: Diffusion parameter estimation for aggregation equations. Mathematical Models and Methods in Applied Sciences. 2019 Jan 1;29(1):1–29.
Huang, H., et al. “Learning interacting particle systems: Diffusion parameter estimation for aggregation equations.” Mathematical Models and Methods in Applied Sciences, vol. 29, no. 1, Jan. 2019, pp. 1–29. Scopus, doi:10.1142/S0218202519500015.
Huang H, Liu JG, Lu J. Learning interacting particle systems: Diffusion parameter estimation for aggregation equations. Mathematical Models and Methods in Applied Sciences. 2019 Jan 1;29(1):1–29.
Published In
Mathematical Models and Methods in Applied Sciences
DOI
ISSN
0218-2025
Publication Date
January 1, 2019
Volume
29
Issue
1
Start / End Page
1 / 29
Related Subject Headings
- Applied Mathematics
- 4901 Applied mathematics
- 0103 Numerical and Computational Mathematics
- 0102 Applied Mathematics