Einladung zum Vortrag im Kolloquium Technische Kybernetik
Efficient methods for parameter estimation
and optimum experimental design for dynamic processes
Prof. Hans Georg Bock
Interdisziplinäres Zentrum für Wissenschaftliches Rechnen
Zeit: Dienstag · 3. 7. 2007 · 16:00 Uhr
Ort: IST-Seminarraum 3.241 · Pfaffenwaldring 9 · Campus Stuttgart-Vaihingen
The development and quantitative validation of complex nonlinear differential equation models is a difficult task that requires the support by numerical methods for sensitivity analysis, parameter estimation, and the optimal design of experiments. The talk first presents particularly efficient "simultaneous" boundary value problems methods for parameter estimation in nonlinear differential algebraic and partial differential equations, which are based on constrained Gauss-Newton-type methods and a time domain decomposition by multiple shooting. They include a numerical analysis of the well-posedness of the problem and an assessment of the error of the resulting parameter estimates. Based on these approaches, efficient optimal control methods for the determination of one, or several complementary, optimal experiments are developed, which maximize the information gain subject to constraints such as experimental costs and feasibility, the range of model validity, or further technical constraints.
Special emphasis is placed on issues of robustness, i.e. how to reduce the sensitivity of the problem solutions with respect to uncertainties - such as outliers in the measurements for parameter estimation, and in particular the dependence of optimum experimental designs on the largely unknown values of the model parameters. New numerical methods will be presented, and applications will be discussed that arise in satellite orbit determination, chemical reaction kinetics, enzyme kinetics and biophysics, and transport and degradation processes in soil. They indicate a wide scope of applicability of the methods, and an enormous potential for reducing the experimental effort and improving the statistical quality of the models.
(Based on joint work with I. Bauer, A. Dieses, S. Körkel, E. Kostina, and J. Schlöder.)
Hans Georg Bock is professor of Scientific Computing and head of the Interdisciplinary Center for Scientific Computing at the University of Heidelberg in Germany. He received a PhD in Applied Mathematics from the University of Bonn in 1986 and an honorary PhD from the Institute of Mathematics of Vietnam Academy of Science and Technology in 2000. He was visiting professor at Heidelberg (1987-1988) and full professor at the Universities of Augsburg (1988-1991) and Heidelberg (1991 to present). His recent research interests include direct optimization methods for the real-time computation of constrained closed-loop control, on-line state and parameter estimation, and non-standard optimization and optimal control problems such as stability optimization of gait patterns and control problems in optimum experiment design. Application areas are mostly in mechanical, chemical and process engineering and are changing towards systems biology. He is also interested in the development of computational methods for the preservation of cultural heritage and involves himself in temple conservation projects in the Angkor region in Cambodia. He is the author of over 120 scientific publications, co-editor of two book series and three scientific journals. He is member of the Scientific Advisory Boards of the Research Network "Modeling and Simulation" at the University of Dortmund and the "Center of Multiscale Biomolecular Modeling, Bioinformatics and Applications" at the University of Warsaw. He is chairman of the International PhD Research Programme "Complex Processes: Modeling, Simulation and Optimization" at Heidelberg and Warsaw and chairman of the University Senate's Committee for Development of Computer Science and Computational Science.