English

Learning interacting particle systems: diffusion parameter estimation for aggregation equations

Analysis of PDEs 2018-10-11 v3 Probability

Abstract

In this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator ν^\widehat{\nu} with partial observed data to approximate the diffusion parameter ν\nu, and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.

Keywords

Cite

@article{arxiv.1802.02267,
  title  = {Learning interacting particle systems: diffusion parameter estimation for aggregation equations},
  author = {Hui Huang and Jian-Guo Liu and Jianfeng Lu},
  journal= {arXiv preprint arXiv:1802.02267},
  year   = {2018}
}
R2 v1 2026-06-23T00:14:00.486Z