Numerical Data Fitting in Dynamical Systems

A Practical Introduction with Applications and Software
2002
ISBN: 978-1-4020-1079-8
Verlag: Springer US

Buch, Englisch, Band 77, 396 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 781 g

Reihe: Applied Optimization

Real life phenomena in engineering, natural, or medical sciences are often described by a mathematical model with the goal to analyze numerically the behaviour of the system. Advantages of mathematical models are their cheap availability, the possibility of studying extreme situations that cannot be handled by experiments, or of simulating real systems during the design phase before constructing a first prototype. Moreover, they serve to verify decisions, to avoid expensive and time consuming experimental tests, to analyze, understand, and explain the behaviour of systems, or to optimize design and production. As soon as a mathematical model contains differential dependencies from an additional parameter, typically the time, we call it a dynamical model. There are two key questions always arising in a practical environment: 1 Is the mathematical model correct? 2 How can I quantify model parameters that cannot be measured directly? In principle, both questions are easily answered as soon as some experimental data are available. The idea is to compare measured data with predicted model function values and to minimize the differences over the whole parameter space. We have to reject a model if we are unable to find a reasonably accurate fit. To summarize, parameter estimation or data fitting, respectively, is extremely important in all practical situations, where a mathematical model and corresponding experimental data are available to describe the behaviour of a dynamical system.

Zielgruppe

Research

Autoren/Hrsg.

Schittkowski, Klaus

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung
• Mathematik | Informatik EDV | Informatik Informatik
• Medizin | Veterinärmedizin Medizin | Public Health | Pharmazie | Zahnmedizin Medizin, Gesundheitswesen Medizinische Mathematik & Informatik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Technische Wissenschaften Technik Allgemein Mathematik für Ingenieure
• Mathematik | Informatik Mathematik Operations Research Spieltheorie
• Mathematik | Informatik Mathematik Algebra Zahlentheorie

Inhaltsverzeichnis

1 Introduction.- 2 Mathematical Foundations.- 3 Data Fitting Models.- 4 Numerical Experiments.- 5 Case Studies.- Appendix A: Software Installation.- 1 Hardware and Software Requirements.- 2 System Setup.- 3 Packing List.- Appendix B: Test Examples.- 1 Explicit Model Functions.- 2 Laplace Transforms.- 3 Steady State Equations.- 4 Ordinary Differential Equations.- 5 Differential Algebraic Equations.- 6 Partial Differential Equations.- 7 Partial Differential Algebraic Equations.- Appendix C: The PCOMP Language.- Appendix D: Generation of Fortran Code.- 1 Model Equations.- 1.1 Input of Explicit Model Functions.- 1.2 Input of Laplace Transformations.- 1.3 Input of Systems of Steady State Equations.- 1.4 Input of Ordinary Differential Equations.- 1.5 Input of Differential Algebraic Equations.- 1.6 Input of Time-Dependent Partial Differential Equations.- 1.7 Input of Partial Differential Algebraic Equations.- 2 Execution of Generated Code.- References.