An improved algorithm for the multidimensional moment-constrained maximum entropy problem

DOI10.1016/J.JCP.2007.04.026MaRDI QIDQ2456710zbMATH OpenOpenAlexFDO

Authors Rafail V. Abramov

Publication date 19 October 2007

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2007.04.026

zbMATH Keywords

algorithmGulf StreamKuroshiomaximum entropy problemmultidimensional maximum entropy problemnumerical exampleswind stress driven oceanic currents

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Functional limit theorems; invariance principles (60F17) Meteorology and atmospheric physics (86A10)

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Cites work

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• A practical computational framework for the multidimensional moment-constrained maximum entropy principle
• An efficient algorithm to compute maximum entropy densities
• Calculation of maximum entropy densities with application to income distribution
• Hausdorff moment problem and maximum entropy: A unified approach
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
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• Information Theory and Stochastics for Multiscale Nonlinear Systems
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• The loss of orthogonality in the Gram-Schmidt orthogonalization process
• The multidimensional moment problem
• When modified Gram-Schmidt generates a well-conditioned set of vectors

Cited in

(19)

• The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
• Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support
• An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem
• A numerical comparison of the method of moments for the population balance equation
• Numerical schemes for a multi-species BGK model with velocity-dependent collision frequency
• Gaussian process regression for maximum entropy distribution
• Coupling kinetic and continuum using data-driven maximum entropy distribution
• Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws
• Entropic quadrature for moment approximations of the Boltzmann-BGK equation
• Optimization and large scale computation of an entropy-based moment closure
• A practical computational framework for the multidimensional moment-constrained maximum entropy principle
• Discretizing distributions with exact moments: error estimate and convergence analysis
• Minimum mutual information and non-Gaussianity through the maximum entropy method: theory and properties
• On the five-moment maximum entropy system of one-dimensional Boltzmann equation
• Data-driven stochastic particle scheme for collisional plasma simulations
• Wasserstein-penalized entropy closure: a use case for stochastic particle methods
• Conditioning moments of singular measures for entropy optimization. I
• A consistent BGK model with velocity-dependent collision frequency for gas mixtures
• The multidimensional maximum entropy moment problem: a review on numerical methods

Describes a project that uses

Uses Software

• LBFGS-B

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