Inverse Analysis of a New Anomalous Diffusion Model Employing Maximum Likelihood and Bayesian Estimation

DOI10.1007/978-3-319-38869-4_7zbMath1350.65103OpenAlexW2480574661MaRDI QIDQ2822762

Luciano G. da Silva, Augusto Cesar Galeão, Diego Campos-Knupp, Antônio José da Silva Neto, Luiz Bevilacqua

Publication date: 4 October 2016

Published in: Mathematical Modeling and Computational Intelligence in Engineering Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-38869-4_7

zbMATH Keywords

numerical examplesinverse problemsMarkov chain Monte Carlomaximum likelihoodanomalous diffusionBayesian inferencemaximum a posterioriparameters estimation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heat equation (35K05) Inverse problems for PDEs (35R30) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Fractional partial differential equations (35R11) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Uses Software

• Mathematica

Cites Work

• Statistical and computational inverse problems.
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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