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World Scientific Publishing, Mathematical Models and Methods in Applied Sciences, 01(29), p. 1-29, 2019

DOI: 10.1142/s0218202519500015

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Learning interacting particle systems: Diffusion parameter estimation for aggregation equations

Journal article published in 2019 by Hui Huang, Jian-Guo Liu, Jianfeng Lu
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

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 [Formula: see text] with partial observed data to approximate the diffusion parameter [Formula: see text], and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.