Abstract: In a wide variety of research fields, dynamic modeling is employed as an instrument to learn and understand complex systems. The differential equations involved in this process are usually non-linear and depend on many parameters whose values determine the characteristics of the emergent system. The inverse problem, i.e., the inference or estimation of parameter values from observed data, is of interest from two points of view. First, the existence point of view, dealing with the question whether the system is able to reproduce the observed dynamics for any parameter values. Second, the identifiability point of view, investigating invariance of the prediction under change of parameter values, as well as the quantification of parameter uncertainty. In this paper, we present the R package dMod providing a framework for dealing with the inverse problem in dynamic systems modeled by ordinary differential equations. The uniqueness of the approach taken by dMod is to provide and propagate accurate derivatives computed from symbolic expressions wherever possible. This derivative information highly supports the convergence of optimization routines and enhances their numerical stability, a requirement for the applicability of sophisticated uncertainty analysis methods. Computational efficiency is achieved by automatic generation and execution of C code. The framework is object-oriented (S3) and provides a variety of functions to set up ordinary differential equation models, observation functions and parameter transformations for multi-conditional parameter estimation. The key elements of the framework and the methodology implemented in dMod are highlighted by an application on a three-compartment transporter model

The Likelihood plays a key role in both introducing general notions of statistical theory, and in developing specific methods. This book introduces likelihood-based statistical theory and related methods from a classical viewpoint, and demonstrates how the main body of currently used statistical techniques can be generated from a few key concepts, in particular the likelihood. Focusing on those methods, which have both a solid theoretical background and practical relevance, the author gives formal justification of the methods used and provides numerical examples with real data.

State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.

Coulson and Richardson’s Chemical Engineering: Volume 3B: Process Control, Fourth Edition, covers reactor design, flow modeling, and gas-liquid and gas-solid reactions and reactors. Converted from textbooks into fully revised reference material Content ranges from foundational through to technical Added emerging applications, numerical methods and computational tools

Model Validation and Uncertainty Quantification, Volume 3. Proceedings of the 33rd IMAC, A Conference and Exposition on Balancing Simulation and Testing, 2015, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Uncertainty Quantification & Model Validation Uncertainty Propagation in Structural Dynamics Bayesian & Markov Chain Monte Carlo Methods Practical Applications of MVUQ Advances in MVUQ & Model Updating

From controlling disease outbreaks to predicting heart attacks, dynamic models are increasingly crucial for understanding biological processes. Many universities are starting undergraduate programs in computational biology to introduce students to this rapidly growing field. In Dynamic Models in Biology, the first text on dynamic models specifically written for undergraduate students in the biological sciences, ecologist Stephen Ellner and mathematician John Guckenheimer teach students how to understand, build, and use dynamic models in biology. Developed from a course taught by Ellner and Guckenheimer at Cornell University, the book is organized around biological applications, with mathematics and computing developed through case studies at the molecular, cellular, and population levels. The authors cover both simple analytic models--the sort usually found in mathematical biology texts--and the complex computational models now used by both biologists and mathematicians. Linked to a Web site with computer-lab materials and exercises, Dynamic Models in Biology is a major new introduction to dynamic models for students in the biological sciences, mathematics, and engineering.