Parameter fitting with a numerical solution

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Discussion Overview

The discussion revolves around the challenge of parameter fitting for a numerical solution of a partial differential equation (PDE) related to the diffusion of a concentrate into a cylindrical medium. Participants explore methods to efficiently determine unknown parameters such as initial concentration and diffusion constant using experimental data.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • One participant describes an initial approach involving a parameter sweep followed by least squares fitting and optimization using fminsearch, expressing concerns about its inefficiency.
  • Another participant suggests using the Global Optimization Toolbox to selectively calculate solutions of the PDE, refining initial parameters based on previous results, although this suggestion is not applicable to all participants.
  • A later reply indicates that the participant ultimately resorted to a parameter sweep with a double loop, storing square differences to find a minimum, while acknowledging it may not be the most efficient method.
  • One participant recommends the Levenberg-Marquardt algorithm for fitting the data and determining unknown parameters, noting that the derivative is known.

Areas of Agreement / Disagreement

There is no consensus on the best method for parameter fitting, with multiple competing views on approaches and techniques remaining unresolved.

Contextual Notes

Participants express uncertainty about the efficiency of their methods and the applicability of suggested tools, indicating limitations in their current approaches and available resources.

Who May Find This Useful

Researchers or practitioners dealing with parameter fitting in numerical solutions of PDEs, particularly in the context of diffusion processes and optimization techniques.

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Suppose I have some experimental data on the diffusion of some concentrate into a cylindrical medium. I don't a priori know the initial concentration or diffusion constant. I have some code to solve the PDE given in the cylindrical domain which solves the equation for given initial concentration and diffusion constant.

My initial thoughts was to do a parameter sweep and then once I have a matrix for this, so a least squares on the data and the numerical solution and do fminsearch on the resulting matrix.

I know that this is an incredibly inefficient method. I wondered if there was a clever way.
 
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Do you have the Global Optimization Toolbox? There are lots of tools in there to deal with this kind of problem. The general idea would not be to generate a bunch of solutions in advance, but to reduce the number of solutions of the PDE by calculating it selectively, refining the initial parameters depending on previous solutions.
 
DrClaude said:
Do you have the Global Optimization Toolbox? There are lots of tools in there to deal with this kind of problem. The general idea would not be to generate a bunch of solutions in advance, but to reduce the number of solutions of the PDE by calculating it selectively, refining the initial parameters depending on previous solutions.

Unfortunately I don't. What I did in the end was simply do a parameter sweep. With a double loop. I stored the square differences in an array and did a search for the minimum.

It's not the smartest solution but it gave a reasonable fit. I wanted to know if there was a clever way to go about this?
 
As the derivative is known, I recommend the Levenberg-Marquardt algorithm to both fit the data and find the unknown parameters.
 

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