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arXiv 2408.14616math.CA
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从离散观测中求解常微分方程反问题的一般局部可识别性

Generic local identifiability for ODE inverse problems from discrete observations

Faculty of Mathematics and Computer Science, University of Bucharest(布加勒斯特大学数学与计算机科学学院);Gheorghe Mihoc–Caius Iacob Institute of Mathematical Statistics and Applied Mathematics(格奥尔基·米霍克-卡尤斯·雅各布应用数学与统计研究所);Romanian Academy(罗马尼亚科学院);Institute of Mathematics of the Romanian Academy(罗马尼亚科学院数学研究所)

Marian Petrica, Ionel Popescu

AI总结:

研究常微分方程模型参数局部可识别性,通过对解采样得参数到观测映射,证明\(C^2\)观测映射定量单射估计,处理解析模型得一般局部可识别性,针对齐次线性系统分离\(e^{hA}\)与\(A\)恢复,确定离散传播子及剩余模糊性。

摘要:

我们研究常微分方程模型中参数的局部可识别性,通过在规定时间对解进行采样得到参数到观测的映射。首先证明一般\(C^2\)观测映射的定量单射估计,给出参数雅可比最小奇异值下界及二阶导数上界,确定局部解唯一稳定的邻域。接着处理解析常微分方程模型,在单一非退化条件下得到一般局部可识别性。最后针对齐次线性系统\(\dot X = AX\),将\(e^{hA}\)与\(A\)的恢复分离,循环初始状态可识别离散传播子,剩余模糊性恰为实矩阵对数的模糊性。

英文摘要:

We study local identifiability of parameters in ordinary differential equation models from finitely many observations. The central object is the parameter-to-observation map obtained by sampling the solution at prescribed times. We first prove a quantitative injectivity estimate for general $C^2$ observation maps: a lower bound on the smallest singular value of the parameter Jacobian, together with an upper bound on the second derivative, gives an explicit neighborhood on which the inverse problem has a unique and stable local solution. We then treat analytic ODE models. For analytic vector fields the observation map is analytic in observation times, initial states, and parameters; consequently, the loss of full parameter rank is contained in the zero set of a real analytic function. Under a single non-degeneracy condition this gives generic local identifiability, including for randomly chosen observation times with a density. Finally, for homogeneous linear systems $\dot X=AX$, we separate the recovery of $e^{hA}$ from the recovery of $A$: cyclic initial states identify the discrete propagator from one trajectory, while the remaining ambiguity is precisely the ambiguity of the real matrix logarithm.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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