Parameter estimation in dynamical systems

• Applicant: Professor Dr. Jens Timmer
• Subject Area: Mathematics
• Term: from 2001 to 2004
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 5333680

For the estimation of parameters in ordinary differential equations (ODEs) from noisy incomplete observations the numerically quite stable multiple shooting approach (Bock, 1981) is available. This approach is to be generalised to ODEs with discontinuous right hand sides, partial differential equations and delay differential equations. Statistical methods for model selection and for the examination of the identifiability of model parameters will be developed. Applications of the developed mathematical methods to laser systems, cellular signal transduction, mechanical engineering and binary fluids are projected.

• DFG Programme: Priority Programmes
• Subproject of: SPP 1114: Mathematical Methods for Time Series Analysis and Digital Image Processing