{"title":"试验了准周期双时间尺度模型参数估计的多尺度方法和平均原理","authors":"Š. Papáček, C. Matonoha","doi":"10.21136/panm.2022.15","DOIUrl":null,"url":null,"abstract":"Some dynamical systems are characterized by more than one time-scale, e.g. two well separated time-scales are typical for quasiperiodic systems. The aim of this paper is to show how singular perturbation methods based on the slow-fast decomposition can serve for an enhanced parameter estimation when the slowly changing features are rigorously treated. Although the ultimate goal is to reduce the standard error for the estimated parameters, here we test two methods for numerical approximations of the solution of associated forward problem: (i) the multiple time-scales method, and (ii) the method of averaging. On a case study, being an under-damped harmonic oscillator containing two state variables and two parameters, the method of averaging gives well (theoretically predicted) results, while the use of multiple time-scales method is not suitable for our purposes.","PeriodicalId":197168,"journal":{"name":"Programs and Algorithms of Numerical Mathematics 21","volume":"111 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Testing the method of multiple scales and the averaging principle for model parameter estimation of quasiperiodic two time-scale models\",\"authors\":\"Š. Papáček, C. Matonoha\",\"doi\":\"10.21136/panm.2022.15\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Some dynamical systems are characterized by more than one time-scale, e.g. two well separated time-scales are typical for quasiperiodic systems. The aim of this paper is to show how singular perturbation methods based on the slow-fast decomposition can serve for an enhanced parameter estimation when the slowly changing features are rigorously treated. Although the ultimate goal is to reduce the standard error for the estimated parameters, here we test two methods for numerical approximations of the solution of associated forward problem: (i) the multiple time-scales method, and (ii) the method of averaging. On a case study, being an under-damped harmonic oscillator containing two state variables and two parameters, the method of averaging gives well (theoretically predicted) results, while the use of multiple time-scales method is not suitable for our purposes.\",\"PeriodicalId\":197168,\"journal\":{\"name\":\"Programs and Algorithms of Numerical Mathematics 21\",\"volume\":\"111 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-04-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Programs and Algorithms of Numerical Mathematics 21\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21136/panm.2022.15\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Programs and Algorithms of Numerical Mathematics 21","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21136/panm.2022.15","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Testing the method of multiple scales and the averaging principle for model parameter estimation of quasiperiodic two time-scale models
Some dynamical systems are characterized by more than one time-scale, e.g. two well separated time-scales are typical for quasiperiodic systems. The aim of this paper is to show how singular perturbation methods based on the slow-fast decomposition can serve for an enhanced parameter estimation when the slowly changing features are rigorously treated. Although the ultimate goal is to reduce the standard error for the estimated parameters, here we test two methods for numerical approximations of the solution of associated forward problem: (i) the multiple time-scales method, and (ii) the method of averaging. On a case study, being an under-damped harmonic oscillator containing two state variables and two parameters, the method of averaging gives well (theoretically predicted) results, while the use of multiple time-scales method is not suitable for our purposes.