Solving differential equations by a maximum entropy–minimum norm method with applications to Fokker–Planck equations
Publication:3034371
DOI10.1063/1.528276zbMath0692.46067MaRDI QIDQ3034371
Michael Racine, James Baker-Jarvis, Jihad Alameddine
Publication date: 1989
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.528276
Fokker-Planck equations; random walk; Fourier series solution; eliminating the necessity of solving systems of nonlinear equations for the Lagrange multipliers; maximum entropy solution of differential equations with Fourier moments; maximum entropy-minimum norm; method the Lagrange multipliers
60G50: Sums of independent random variables; random walks
47F05: General theory of partial differential operators
46N99: Miscellaneous applications of functional analysis
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