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Master's Dissertation
DOI
10.11606/D.45.2016.tde-29072016-123333
Document
Author
Full name
Pedro Americo Rodrigues Campello de Freitas Penalber
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2016
Supervisor
Committee
Miranda, José Carlos Simon de (President)
Hotta, Luiz Koodi
Morettin, Pedro Alberto
Title in Portuguese
Análise do desempenho de um conjunto de estimadores para os coeficientes de uma equação diferencial parcial
Keywords in Portuguese
EDP
Estimador
Abstract in Portuguese
Neste trabalho analisamos, de maneira descritiva utilizando simulações, o desempenho um conjunto de estimadores para os parâmetros funcionais f, g, h e k de uma equação diferencial parcial. Para as simulações, selecionamos doze EDPs nas quais aplicaremos os estimadores as soluções dessas EDPs. Iremos medir o desempenho dos estimadores utilizando o erro quadrático entre as estimativas obtidas e os coeficientes conhecidos das EDPs. As estimativas dos coeficientes serão obtidas para soluções com e sem ruídos. Os estimadores propostos serão comparados com um grupo de estimadores diretos. Os programas para as simulações foram desenvolvidos com programas no repositório R, versão 3.2.3. Veremos que os estimadores propostos apresentaram um desempenho superior aos dos estimadores diretos, para soluções com e sem ruídos. Nas soluções com ruídos os estimadores propostos tiveram um desempenho mais significativo que para soluções sem ruídos.
Title in English
The performance analysis of a set of estimators for coefficients from an differential equation partial
Keywords in English
Estimator
PDE
Abstract in English
In this paper we shall analyze, on a descriptive way using simulations, the performance of a set of estimators for the coefficients f, g, h and k using the following. For the simulations, we select twelve EDPs in which we will apply the estimators from the solutions from the mentioned EDPs. We will measure the performance using the quadratic error between the estimates obtained and the known coefficients from the EDPs. The estimates will be obtained for solutions with and without noises. The proposed estimators will be compared with a group of direct estimators. The programs used for the simulations were developed with the programs in the repository R, version 3.2.3. We shall see that the proposed estimators present a superior performance compared to the direct estimators, for solutions with or without noises. The proposed estimators have had a better performance in the solutions with noises than in the solutions without a noise.
 
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DissMestrado.pdf (1.26 Mbytes)
Publishing Date
2016-09-20
 
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