Faculty of Mathematics, Physics
and Informatics
Comenius University Bratislava

Seminar on Qualitative Theory of Differential Equations - Katarína Boďová (25.3.2021)

Thursday 25.3.2021 at 14:00, online


14. 03. 2021 15.57 hod.
By: Pavol Quittner

Katarína Boďová:
Dynamic maximum entropy approximation for understanding complex stochastic dynamics

MS Teams


Abstract: 
Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. I will present a dynamic maximum entropy (DME) method, which approximates the full dynamics by a low-dimensional system of ODEs describing the system. The method circumvents the problem of closing an infinite hierarchy of moment equations by choosing a suitable set of functions, whose averages are followed in time. Using a quasi-stationarity assumption, the problem reduces to low-dimensional dynamics, which show great accuracy even in non-stationary problems. While estimating accuracy of the method is still an open problem, I will present a couple of applications ranging in complexity where: 

  1. the approximation recovers the exact solution,
  2. the approximation is accurate but not exact,
  3. the approximation fails.  


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