Solving differential equations by a maximum entropy–minimum norm method with applications to Fokker–Planck equations

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

zbMATH Keywords

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

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

47F05: General theory of partial differential operators

46N99: Miscellaneous applications of functional analysis

Related Items

Error bounds in maximum entropy approximations, The role of information measures in the determination of the maximum entropy-minimum norm solution of the generalized inverse problem, A maximum entropy method for solving the boundary value problem of second order ordinary differential equations, On the inference of entangled states: a maximum-entropy-minimum-norm approach, Maximum-entropy approach with higher moments for solving Fokker-Planck equation, Continuity equations, \(H\)-theorems, and maximum entropy., Properties of maximum entropy approximate solutions to Fredholm integral equations

Cites Work

• A Mathematical Theory of Communication
• Information Theory and Statistical Mechanics
• Approximate solution of Fredholm integral equations by the maximum-entropy method
• Solution to boundary value problems using the method of maximum entropy