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Solving the inverse problem for an ordinary differential equation using conjugation
1. | Departamento de Ciência da Computação, Universidade Federal do Rio de Janeiro, Caixa Postal 68.530, CEP 21941-590, Rio de Janeiro, RJ, Brazil |
2. | Departamento de Matemática, Universidade Federal de Juiz de Fora, Juiz de Fora, CEP 36036-900, MG, Brazil |
3. | Departamento de Matemática y Ciencia de la Computación, Universidad de Santiago de Chile, Casilla 307, Correo 2, Santiago de Chile, Chile |
4. | Instituto de Matemática Pura e Aplicada, Estrada Dona Castorina 110, CEP 22460-320, Rio de Janeiro, RJ, Brazil |
We consider the following inverse problem for an ordinary differential equation (ODE): given a set of data points $ P = \{(t_i,x_i),\; i = 1,\dots,N\} $, find an ODE $ x^\prime(t) = v (x) $ that admits a solution $ x(t) $ such that $ x_i \approx x(t_i) $ as closely as possible. The key to the proposed method is to find approximations of the recursive or discrete propagation function $ D(x) $ from the given data set. Afterwards, we determine the field $ v(x) $, using the conjugate map defined by Schröder's equation and the solution of a related Julia's equation. Moreover, our approach also works for the inverse problems where one has to determine an ODE from multiple sets of data points.
We also study existence, uniqueness, stability and other properties of the recovered field $ v(x) $. Finally, we present several numerical methods for the approximation of the field $ v(x) $ and provide some illustrative examples of the application of these methods.
References:
[1] |
A. C. Alvarez, P. G. Bedrikovetsky, G. Hime, A. O. Marchesin, D. Marchesin and J. R. Rodrigues,
A fast inverse solver for the filtration function for flow of water with particles in porous media, Inverse Problems, 22 (2006), 69-88.
doi: 10.1088/0266-5611/22/1/005. |
[2] |
A. C. Alvarez, G. Hime, J. D. Silva and D. Marchesin, Analytic regularization of an inverse filtration problem in porous media, Inverse Problems, 29 (2013), 025006, 20 pp.
doi: 10.1088/0266-5611/29/2/025006. |
[3] |
V. I. Arnold, Geometrical Methods in the Theory of Ordinary Differential Equations, vol. 250, Springer-Verlag, New York, 1988.
doi: 10.1007/978-1-4612-1037-5. |
[4] |
P. Bedrikovetsky, D. Marchesin, G. Hime, A. Alvarez, A. O. Marchesin, A. G. Siqueira, A. L. S. Souza, F. S. Shecaira and J. R. Rodrigues, Porous Media Deposition Damage from Injection of Water with Particles, in ECMOR Ⅷ-8th European Conference on the Mathematics of Oil Recovery, 2002.
doi: 10.3997/2214-4609.201405931. |
[5] |
C. F. Borges,
A full-Newton approach to separable nonlinear least squares problems and its application to discrete least squares rational approximation, Electron. Trans. Numer. Anal., 35 (2009), 57-68.
|
[6] |
S. L. Brunton, J. L. Proctor and J. N. Kutz,
Discovering governing equations from data by sparse identification of nonlinear dynamical systems, Proc. Natl. Acad. Sci. USA, 113 (2016), 3932-3937.
doi: 10.1073/pnas.1517384113. |
[7] |
R. Burckel, A history of complex dynamics from Schroeder to Fatou and Julia (Daniel S. Alexander), SIAM Review, 36 (1994), 663-664. Google Scholar |
[8] |
T. Curtright, X. Jin and C. Zachos, Approximate solutions of functional equations, J. Phys. A, 44 (2011), 405205, 12 pp.
doi: 10.1088/1751-8113/44/40/405205. |
[9] |
T. Curtright and C. Zachos, Evolution profiles and functional equations, J. Phys. A, 42 (2009), 485208, 16 pp.
doi: 10.1088/1751-8113/42/48/485208. |
[10] |
T. L. Curtright and C. K. Zachos, Chaotic maps, hamiltonian flows and holographic methods, J. Phys. A, 43 (2010), 445101, 15 pp.
doi: 10.1088/1751-8113/43/44/445101. |
[11] |
T. L. Curtright and C. K. Zachos, Renormalization group functional equations, Physical Review D, 83 (2011), 065019.
doi: 10.1103/PhysRevD.83.065019. |
[12] |
M. L. Heard,
A change of variables for functional differential equations, J. Differential Equations, 18 (1975), 1-10.
doi: 10.1016/0022-0396(75)90076-5. |
[13] |
B. Hofmann, A. Leitão and J. P. Zubelli, New Trends in Parameter Identification for Mathematical Models, Springer, 2018.
doi: 10.1007/978-3-319-70824-9. |
[14] |
J. B. Keller, I. Kay and J. Shmoys,
Determination of the potential from scattering data, Phys. Rev., 102 (1956), 557-559.
doi: 10.1103/PhysRev.102.557. |
[15] |
M. Kuczma, Functional Equations in a Single Variable, Monografie Matematyczne, Tom 46 Państwowe Wydawnictwo Naukowe, Warsaw, 1968. |
[16] |
M. Kuczma, B. Choczewski and R. Ger, Iterative Functional Equations, vol. 32, Cambridge University Press, Cambridge, 1990.
doi: 10.1017/CBO9781139086639.![]() ![]() |
[17] |
H. Kunze and S. Vasiliadis, Using the collage method to solve ODEs inverse problems with multiple data sets, Nonlinear Anal., 71 (2009), e1298–e1306.
doi: 10.1016/j.na.2009.01.167. |
[18] |
H. E. Kunze and E. R. Vrscay,
Solving inverse problems for ordinary differential equations using the Picard contraction mapping, Inverse Problems, 15 (1999), 745-770.
doi: 10.1088/0266-5611/15/3/308. |
[19] |
H. Kunze, D. La Torre and E. R. Vrscay,
Solving inverse problems for DEs using the collage theorem and entropy maximization, Appl. Math. Lett., 25 (2012), 2306-2311.
doi: 10.1016/j.aml.2012.06.021. |
[20] |
F. Lu, D. Xu and G. Wen,
Estimation of initial conditions and parameters of a chaotic evolution process from a short time series, Chaos: An Interdisciplinary Journal of Nonlinear Science, 14 (2004), 1050-1055.
doi: 10.1063/1.1811548. |
[21] |
W. H. Miller,
WKB solution of inversion problems for potential scattering, J. Chem. Phys., 51 (1969), 3631-3638.
doi: 10.1063/1.1672572. |
[22] |
T. G. Müller and J. Timmer,
Parameter identification techniques for partial differential equations, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 14 (2004), 2052-2060.
doi: 10.1142/S0218127404010424. |
[23] |
T. G. Müller and J. Timmer,
Fitting parameters in partial differential equations from partially observed noisy data, Phys. D, 171 (2002), 1-7.
doi: 10.1016/S0167-2789(02)00546-8. |
[24] |
Y. Nakatsukasa, O. Sète and L. N. Trefethen, The AAA algorithm for rational approximation, SIAM J. Sci. Comput., 40 (2018), A1494–A1522.
doi: 10.1137/16M1106122. |
[25] |
E. B. Nelson, Nonlinear Regression Methods for Estimation, Technical report, Air Force Inst. of Tech. Wright-Patterson, 2005. Google Scholar |
[26] |
M. Pachter and O. R. Reynolds,
Identification of a discrete-time dynamical system, IEEE Transactions on Aerospace and Electronic Systems, 36 (2000), 212-225.
doi: 10.1109/7.826323. |
[27] |
M. Peifer and J. Timmer,
Parameter estimation in ordinary differential equations for biochemical processes using the method of multiple shooting, IET Systems Biology, 1 (2007), 78-88.
doi: 10.1049/iet-syb:20060067. |
[28] | S. S. Roy, Dynamic System Identification Using Adaptive Algorithm, Scholars Press, 2017. Google Scholar |
[29] |
C. G. Small, Functional Equations and How to Solve Them, Springer, 2007.
doi: 10.1007/978-0-387-48901-8. |
[30] |
W.-B. Zhang, Discrete Dynamical Systems, Bifurcations and Chaos in Economics, Elsevier, 2006. Google Scholar |
show all references
References:
[1] |
A. C. Alvarez, P. G. Bedrikovetsky, G. Hime, A. O. Marchesin, D. Marchesin and J. R. Rodrigues,
A fast inverse solver for the filtration function for flow of water with particles in porous media, Inverse Problems, 22 (2006), 69-88.
doi: 10.1088/0266-5611/22/1/005. |
[2] |
A. C. Alvarez, G. Hime, J. D. Silva and D. Marchesin, Analytic regularization of an inverse filtration problem in porous media, Inverse Problems, 29 (2013), 025006, 20 pp.
doi: 10.1088/0266-5611/29/2/025006. |
[3] |
V. I. Arnold, Geometrical Methods in the Theory of Ordinary Differential Equations, vol. 250, Springer-Verlag, New York, 1988.
doi: 10.1007/978-1-4612-1037-5. |
[4] |
P. Bedrikovetsky, D. Marchesin, G. Hime, A. Alvarez, A. O. Marchesin, A. G. Siqueira, A. L. S. Souza, F. S. Shecaira and J. R. Rodrigues, Porous Media Deposition Damage from Injection of Water with Particles, in ECMOR Ⅷ-8th European Conference on the Mathematics of Oil Recovery, 2002.
doi: 10.3997/2214-4609.201405931. |
[5] |
C. F. Borges,
A full-Newton approach to separable nonlinear least squares problems and its application to discrete least squares rational approximation, Electron. Trans. Numer. Anal., 35 (2009), 57-68.
|
[6] |
S. L. Brunton, J. L. Proctor and J. N. Kutz,
Discovering governing equations from data by sparse identification of nonlinear dynamical systems, Proc. Natl. Acad. Sci. USA, 113 (2016), 3932-3937.
doi: 10.1073/pnas.1517384113. |
[7] |
R. Burckel, A history of complex dynamics from Schroeder to Fatou and Julia (Daniel S. Alexander), SIAM Review, 36 (1994), 663-664. Google Scholar |
[8] |
T. Curtright, X. Jin and C. Zachos, Approximate solutions of functional equations, J. Phys. A, 44 (2011), 405205, 12 pp.
doi: 10.1088/1751-8113/44/40/405205. |
[9] |
T. Curtright and C. Zachos, Evolution profiles and functional equations, J. Phys. A, 42 (2009), 485208, 16 pp.
doi: 10.1088/1751-8113/42/48/485208. |
[10] |
T. L. Curtright and C. K. Zachos, Chaotic maps, hamiltonian flows and holographic methods, J. Phys. A, 43 (2010), 445101, 15 pp.
doi: 10.1088/1751-8113/43/44/445101. |
[11] |
T. L. Curtright and C. K. Zachos, Renormalization group functional equations, Physical Review D, 83 (2011), 065019.
doi: 10.1103/PhysRevD.83.065019. |
[12] |
M. L. Heard,
A change of variables for functional differential equations, J. Differential Equations, 18 (1975), 1-10.
doi: 10.1016/0022-0396(75)90076-5. |
[13] |
B. Hofmann, A. Leitão and J. P. Zubelli, New Trends in Parameter Identification for Mathematical Models, Springer, 2018.
doi: 10.1007/978-3-319-70824-9. |
[14] |
J. B. Keller, I. Kay and J. Shmoys,
Determination of the potential from scattering data, Phys. Rev., 102 (1956), 557-559.
doi: 10.1103/PhysRev.102.557. |
[15] |
M. Kuczma, Functional Equations in a Single Variable, Monografie Matematyczne, Tom 46 Państwowe Wydawnictwo Naukowe, Warsaw, 1968. |
[16] |
M. Kuczma, B. Choczewski and R. Ger, Iterative Functional Equations, vol. 32, Cambridge University Press, Cambridge, 1990.
doi: 10.1017/CBO9781139086639.![]() ![]() |
[17] |
H. Kunze and S. Vasiliadis, Using the collage method to solve ODEs inverse problems with multiple data sets, Nonlinear Anal., 71 (2009), e1298–e1306.
doi: 10.1016/j.na.2009.01.167. |
[18] |
H. E. Kunze and E. R. Vrscay,
Solving inverse problems for ordinary differential equations using the Picard contraction mapping, Inverse Problems, 15 (1999), 745-770.
doi: 10.1088/0266-5611/15/3/308. |
[19] |
H. Kunze, D. La Torre and E. R. Vrscay,
Solving inverse problems for DEs using the collage theorem and entropy maximization, Appl. Math. Lett., 25 (2012), 2306-2311.
doi: 10.1016/j.aml.2012.06.021. |
[20] |
F. Lu, D. Xu and G. Wen,
Estimation of initial conditions and parameters of a chaotic evolution process from a short time series, Chaos: An Interdisciplinary Journal of Nonlinear Science, 14 (2004), 1050-1055.
doi: 10.1063/1.1811548. |
[21] |
W. H. Miller,
WKB solution of inversion problems for potential scattering, J. Chem. Phys., 51 (1969), 3631-3638.
doi: 10.1063/1.1672572. |
[22] |
T. G. Müller and J. Timmer,
Parameter identification techniques for partial differential equations, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 14 (2004), 2052-2060.
doi: 10.1142/S0218127404010424. |
[23] |
T. G. Müller and J. Timmer,
Fitting parameters in partial differential equations from partially observed noisy data, Phys. D, 171 (2002), 1-7.
doi: 10.1016/S0167-2789(02)00546-8. |
[24] |
Y. Nakatsukasa, O. Sète and L. N. Trefethen, The AAA algorithm for rational approximation, SIAM J. Sci. Comput., 40 (2018), A1494–A1522.
doi: 10.1137/16M1106122. |
[25] |
E. B. Nelson, Nonlinear Regression Methods for Estimation, Technical report, Air Force Inst. of Tech. Wright-Patterson, 2005. Google Scholar |
[26] |
M. Pachter and O. R. Reynolds,
Identification of a discrete-time dynamical system, IEEE Transactions on Aerospace and Electronic Systems, 36 (2000), 212-225.
doi: 10.1109/7.826323. |
[27] |
M. Peifer and J. Timmer,
Parameter estimation in ordinary differential equations for biochemical processes using the method of multiple shooting, IET Systems Biology, 1 (2007), 78-88.
doi: 10.1049/iet-syb:20060067. |
[28] | S. S. Roy, Dynamic System Identification Using Adaptive Algorithm, Scholars Press, 2017. Google Scholar |
[29] |
C. G. Small, Functional Equations and How to Solve Them, Springer, 2007.
doi: 10.1007/978-0-387-48901-8. |
[30] |
W.-B. Zhang, Discrete Dynamical Systems, Bifurcations and Chaos in Economics, Elsevier, 2006. Google Scholar |









Algorithm 1: Implementation of formula (35) |
Require: Ensure: 1: 2: while error 3: last=lim 4: 5: 6: lim= 7: error= 8: end while 9: 10: return |
Algorithm 1: Implementation of formula (35) |
Require: Ensure: 1: 2: while error 3: last=lim 4: 5: 6: lim= 7: error= 8: end while 9: 10: return |
Algorithm 2: Implementation of formula (37) |
Require: Ensure: 1: 2: 3: while error 4: 5: Compute function 6: 7: error=max( 8: end while 9: 10: return |
Algorithm 2: Implementation of formula (37) |
Require: Ensure: 1: 2: 3: while error 4: 5: Compute function 6: 7: error=max( 8: end while 9: 10: return |
[0.5ex] 0.1 | 2.51 | 0.026 | 0.019 | 0.0075 |
0.5 | 2.46 | 0.0883 | 0.06 | 0.026 |
0.9 | 2.65 | 0.45 | 0.25 | 0.080 |
1.9 | 2.3 | 0.67 | 0.49 | 0.1661 |
2.9 | 2.77 | 0.822 | 0.38 | 0.107 |
3.9 | 2.38 | 0.3137 | 0.27 | 0.10 |
4.5 | 2.59 | 0.263 | 0.1614 | 0.05 |
[0.5ex] 0.1 | 2.51 | 0.026 | 0.019 | 0.0075 |
0.5 | 2.46 | 0.0883 | 0.06 | 0.026 |
0.9 | 2.65 | 0.45 | 0.25 | 0.080 |
1.9 | 2.3 | 0.67 | 0.49 | 0.1661 |
2.9 | 2.77 | 0.822 | 0.38 | 0.107 |
3.9 | 2.38 | 0.3137 | 0.27 | 0.10 |
4.5 | 2.59 | 0.263 | 0.1614 | 0.05 |
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