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Science Forum Index » Math - Numerical Analysis Forum » ODE related question
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| Author |
Message |
| Freddy |
 Posted: Thu Mar 08, 2007 12:27 pm |
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Guest
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Hi All,
I have posted this message in the sci.math forum but I thought I would
try this forum to ask this quick question, hopefully the response is
faster.
I'm trying to solve a complex integro-differential equation which has
the following form:
_ xmax
dy |
--- = | f(x ; a) . y(x,t) dx
dt _|
xmin
where "a" is a matrix of parameters.
so I'm trying to use the levenberg marquardt to get the best estimate
of the parameters.
the function f(x) is actually a very complex one too and it's a set of
several functions multiplying each others:
f(x ; a) = g(x ; a) . h(x) . n(x)
but in order to be able to do so, I will need to find the values of
dy/
da to return them to the routine.
Any thoughts on how can I achieve that?
it might be some elementary question for many..but I would like some
help if possible.
Thank you,
Freddy |
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| Peter Spellucci |
| Posted: Fri Mar 09, 2007 4:56 am |
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Guest
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In article <1173371241.452242.248340@8g2000cwh.googlegroups.com>,
"Freddy" <zfreddyzzz@gmail.com> writes:
Quote: Hi All,
I have posted this message in the sci.math forum but I thought I would
try this forum to ask this quick question, hopefully the response is
faster.
I'm trying to solve a complex integro-differential equation which has
the following form:
_ xmax
dy |
--- = | f(x ; a) . y(x,t) dx
dt _|
xmin
where "a" is a matrix of parameters.
Fred Krogh told you already how to get dy/da , but I have a fundamental
problem with your formulation:
on the left you have, everything correctly written out
(d/dt) y(x,t;a)
where "a" represents your parameter you want to identify
on the right you have , after performing the integral some
F(t;a)
hence this does not fit together
there must be some flaw in your problem setup.
hth
peter
Quote:
so I'm trying to use the levenberg marquardt to get the best estimate
of the parameters.
the function f(x) is actually a very complex one too and it's a set of
several functions multiplying each others:
f(x ; a) = g(x ; a) . h(x) . n(x)
but in order to be able to do so, I will need to find the values of
dy/
da to return them to the routine.
Any thoughts on how can I achieve that?
it might be some elementary question for many..but I would like some
help if possible.
Thank you,
Freddy
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