stochastic gompertz model and using ode15s

1 vue (au cours des 30 derniers jours)
George Hendry
George Hendry le 23 Fév 2022
Commenté : George Hendry le 25 Fév 2022
I have looked at previous examples of gompertz models and how to form the data and produce a graph and following similar examples I tried to reproduce that. My model is dX(t)= [a*x(t)-b(2)*log(x(t))*x(t)]*dt+(d*x(t))*dw(t). And trying to use previous examples I created
function yr = fit_GompModel(y,t) % Objective Function: Integrates ODE & Returns Vector
x0 = [20]; % Initial Value of the differential equation (dx = 20)
[y,ys]=ode15s(@GompModel,t,x0);
function dx = GompModel(t,y)
dx (1) = (p(1)*y(t)-p(2)*log(y(t))*y(1))*dt+(p(3)*y(t))*dw(y);
p(1)= 0.1;
p(2)= 0.3;
p(3)= 1;
end
yr = ys(:,1);
end
I keep getting a error in the third line was wondering what I was doing wrong?thanks

Réponses (1)

Torsten
Torsten le 23 Fév 2022
Modifié(e) : Torsten le 23 Fév 2022
function yr = fit_GompModel(tr,p) % Objective Function: Integrates ODE & Returns Vector
x0 = 20; % Initial Value of the differential equation (dx = 20)
[T,Y] = ode15s(@(t,y)GompModel(t,y,p),tr,x0);
yr = Y(:,1);
end
function dx = GompModel(t,y,p)
dx(1) = ?;
end
  9 commentaires
Torsten
Torsten le 25 Fév 2022
I suggest you google "Matlab & stochastic differential equation".
That's the same I had to do since I have no experience in this field.
George Hendry
George Hendry le 25 Fév 2022
Okay thankyou for your help

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