Bayesian Derivative Order Estimation for a Fractional Logistic Model

In this paper, we consider the inverse problem of derivative order estimation in a fractional logistic model. In order to solve the direct problem, we use the Grünwald-Letnikov fractional derivative, then the inverse problem is tackled within a Bayesian perspective. To construct the likelih...

Full description

Bibliographic Details
Main Authors: Francisco J. Ariza-Hernandez, Martin P. Arciga-Alejandre, Jorge Sanchez-Ortiz, Alberto Fleitas-Imbert
Format: Article
Language:English
Published: MDPI AG 2020-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/1/109
Description
Summary:In this paper, we consider the inverse problem of derivative order estimation in a fractional logistic model. In order to solve the direct problem, we use the Grünwald-Letnikov fractional derivative, then the inverse problem is tackled within a Bayesian perspective. To construct the likelihood function, we propose an explicit numerical scheme based on the truncated series of the derivative definition. By MCMC samples of the marginal posterior distributions, we estimate the order of the derivative and the growth rate parameter in the dynamic model, as well as the noise in the observations. To evaluate the methodology, a simulation was performed using synthetic data, where the bias and mean square error are calculated, the results give evidence of the effectiveness for the method and the suitable performance of the proposed model. Moreover, an example with real data is presented as evidence of the relevance of using a fractional model.
ISSN:2227-7390