Weak form Estimation of Nonlinear Dynamics in Julia.
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The package can be installed with the Julia package manager.
From the Julia REPL, type ] to enter the Pkg REPL mode and run:
pkg> add WENDy
- Estimation of parameters for ordinary differential equations
- Supports:
- Additive Gaussian Noise and Multiplicative LogNormal Noise
- Ordinary differential equations that are nonlinear in parameters
- Ordinary differential equations that are inhomogeneous in time
- Box constraints for parameter spaces
- Provides acceleration for problems that are linear in parameters
- Directly calls robust optimization algorithms that are well suited to an non-convex problems.
- Creates efficient Julia functions for the likelihood function and its derivatives with minimal inputs from the end user.
The work comes from the the Stephen Becker's and the MathBio Group's at University of Colorado Boulder. For further reading find our paper: WENDy for Nonlinear-in-Parameters ODEs.