Estimation of PDE's parameters via mixed effects models. Application to KPP equation.
Résumé
This is joint work with Emmanuel Grenier and Violaine Louvet. Parameter estimation in non linear mixed effects models requires a large number of evaluations of the model to study. For ordinary differential equations, the overall computation time remains reasonable. However when the model itself is more complex (for instance when it is a set of partial differential equations) it may be time consuming to evaluate it for a single set of parameters. The procedures of population parametrization (for instance using SAEM algorithms) are then very long and in some cases impossible to do within a reasonable time. We propose here a very simple methodology which may accelerate population approaches of complex models, including partial differential equations models. We illustrate our method on the classical KPP equation.