1,096 research outputs found
Numerical Solutions of ODEs using Volterra Series
We propose a numerical approach for solving systems of nonautonomous ordinary di®erential equations under suitable assumptions. This approach is based on expansion of the solutions by Volterra series and allows to estimate the accuracy of the approximation. Also we can solve some ordinary di®erential equations for which the classical numerical methods fail
Inference for reaction networks using the Linear Noise Approximation
We consider inference for the reaction rates in discretely observed networks
such as those found in models for systems biology, population ecology and
epidemics. Most such networks are neither slow enough nor small enough for
inference via the true state-dependent Markov jump process to be feasible.
Typically, inference is conducted by approximating the dynamics through an
ordinary differential equation (ODE), or a stochastic differential equation
(SDE). The former ignores the stochasticity in the true model, and can lead to
inaccurate inferences. The latter is more accurate but is harder to implement
as the transition density of the SDE model is generally unknown. The Linear
Noise Approximation (LNA) is a first order Taylor expansion of the
approximating SDE about a deterministic solution and can be viewed as a
compromise between the ODE and SDE models. It is a stochastic model, but
discrete time transition probabilities for the LNA are available through the
solution of a series of ordinary differential equations. We describe how a
restarting LNA can be efficiently used to perform inference for a general class
of reaction networks; evaluate the accuracy of such an approach; and show how
and when this approach is either statistically or computationally more
efficient than ODE or SDE methods. We apply the LNA to analyse Google Flu
Trends data from the North and South Islands of New Zealand, and are able to
obtain more accurate short-term forecasts of new flu cases than another
recently proposed method, although at a greater computational cost
AReS and MaRS - Adversarial and MMD-Minimizing Regression for SDEs
Stochastic differential equations are an important modeling class in many
disciplines. Consequently, there exist many methods relying on various
discretization and numerical integration schemes. In this paper, we propose a
novel, probabilistic model for estimating the drift and diffusion given noisy
observations of the underlying stochastic system. Using state-of-the-art
adversarial and moment matching inference techniques, we avoid the
discretization schemes of classical approaches. This leads to significant
improvements in parameter accuracy and robustness given random initial guesses.
On four established benchmark systems, we compare the performance of our
algorithms to state-of-the-art solutions based on extended Kalman filtering and
Gaussian processes.Comment: Published at the Thirty-sixth International Conference on Machine
Learning (ICML 2019
Status of the differential transformation method
Further to a recent controversy on whether the differential transformation
method (DTM) for solving a differential equation is purely and solely the
traditional Taylor series method, it is emphasized that the DTM is currently
used, often only, as a technique for (analytically) calculating the power
series of the solution (in terms of the initial value parameters). Sometimes, a
piecewise analytic continuation process is implemented either in a numerical
routine (e.g., within a shooting method) or in a semi-analytical procedure
(e.g., to solve a boundary value problem). Emphasized also is the fact that, at
the time of its invention, the currently-used basic ingredients of the DTM
(that transform a differential equation into a difference equation of same
order that is iteratively solvable) were already known for a long time by the
"traditional"-Taylor-method users (notably in the elaboration of software
packages --numerical routines-- for automatically solving ordinary differential
equations). At now, the defenders of the DTM still ignore the, though much
better developed, studies of the "traditional"-Taylor-method users who, in
turn, seem to ignore similarly the existence of the DTM. The DTM has been given
an apparent strong formalization (set on the same footing as the Fourier,
Laplace or Mellin transformations). Though often used trivially, it is easily
attainable and easily adaptable to different kinds of differentiation
procedures. That has made it very attractive. Hence applications to various
problems of the Taylor method, and more generally of the power series method
(including noninteger powers) has been sketched. It seems that its potential
has not been exploited as it could be. After a discussion on the reasons of the
"misunderstandings" which have caused the controversy, the preceding topics are
concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages,
references and further considerations adde
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