27th Conference of the International Linear Algebra Society (ILAS 2026)

Interpolation-Based Estimation and Uncertainty Quantification of Periodic Time-Varying Parameters

May 21, 2026, 2:50 PM

25m

Torgersen Hall 1030 (Virginia Tech)

Minisymposium Talk Inverse Problems and Uncertainty Quantification through the Lens of Numerical Linear Algebra Inverse Problems and Uncertainty Quantification through the Lens of Numerical Linear Algebra

Speaker

Dr Andrea Arnold (Worcester Polytechnic Institute)

Description

Many applications in modern day science involve unknown system parameters that must be estimated from limited data. A subset of these problems involves parameters that vary with time but have unknown evolution models and cannot be directly observed. In this work, we formulate time-varying parameter estimation in deterministic dynamical systems as an interpolation problem, where the function values at the node locations are unknown and must be estimated to obtain a polynomial-based approximation of the unknown parameter. We discuss the numerical considerations that arise when solving the linear systems in these approximations, along with several computed examples.