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Understanding the impact of numerical solvers on inference for differential equation models
Creswell, Richard1; Shepherd, Katherine M.1; Lambert, Ben2; Mirams, Gary R.3; Lei, Chon Lok4; Tavener, Simon5; Robinson, Martin1; Gavaghan, David J.1
2024-03
Source PublicationJournal of the Royal Society Interface
ISSN1742-5689
Volume21Issue:212Pages:20230369
Abstract

Most ordinary differential equation (ODE) models used to describe biological or physical systems must be solved approximately using numerical methods. Perniciously, even those solvers that seem sufficiently accurate for the forward problem, i.e. for obtaining an accurate simulation, might not be sufficiently accurate for the inverse problem, i.e. for inferring the model parameters from data. We show that for both fixed step and adaptive step ODE solvers, solving the forward problem with insufficient accuracy can distort likelihood surfaces, which might become jagged, causing inference algorithms to get stuck in local ‘phantom’ optima. We demonstrate that biases in inference arising from numerical approximation of ODEs are potentially most severe in systems involving low noise and rapid nonlinear dynamics. We reanalyse an ODE change point model previously fit to the COVID-19 outbreak in Germany and show the effect of the step size on simulation and inference results. We then fit a more complicated rainfall run-off model to hydrological data and illustrate the importance of tuning solver tolerances to avoid distorted likelihood surfaces. Our results indicate that, when performing inference for ODE model parameters, adaptive step size solver tolerances must be set cautiously and likelihood surfaces should be inspected for characteristic signs of numerical issues.

KeywordBayesian Statistics Compartmental Models Hydrological Modelling Inference Ordinary Differential Equations Truncation Error
DOI10.1098/rsif.2023.0369
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaScience & Technology - Other Topics
WOS SubjectMultidisciplinary Sciences
WOS IDWOS:001180032800001
PublisherROYAL SOC6-9 CARLTON HOUSE TERRACE, LONDON SW1Y 5AG, ENGLAND
Scopus ID2-s2.0-85187197693
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Health Sciences
Institute of Translational Medicine
DEPARTMENT OF BIOMEDICAL SCIENCES
Corresponding AuthorCreswell, Richard
Affiliation1.Department of Computer Science, University of Oxford, Oxford, Oxfordshire, United Kingdom
2.Department of Statistics, University of Oxford, Oxford, Oxfordshire, United Kingdom
3.School of Mathematical Sciences, University of Nottingham, Nottingham, Nottinghamshire, United Kingdom
4.Institute of Translational Medicine, Department of Biomedical Sciences, Faculty of Health Sciences, University of Macau, Taipa, Macao
5.Department of Mathematics, Colorado State University, Fort Collins, United States
Recommended Citation
GB/T 7714
Creswell, Richard,Shepherd, Katherine M.,Lambert, Ben,et al. Understanding the impact of numerical solvers on inference for differential equation models[J]. Journal of the Royal Society Interface, 2024, 21(212), 20230369.
APA Creswell, Richard., Shepherd, Katherine M.., Lambert, Ben., Mirams, Gary R.., Lei, Chon Lok., Tavener, Simon., Robinson, Martin., & Gavaghan, David J. (2024). Understanding the impact of numerical solvers on inference for differential equation models. Journal of the Royal Society Interface, 21(212), 20230369.
MLA Creswell, Richard,et al."Understanding the impact of numerical solvers on inference for differential equation models".Journal of the Royal Society Interface 21.212(2024):20230369.
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