Identification of the drift coeffic plank equation from the momer its stationary solution

DOI10.1080/00036819608840487zbMATH Open0864.35117OpenAlexW2059280928MaRDI QIDQ5285387FDOQ5285387

Gabriele Inglese

Publication date: 15 June 1997

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036819608840487

zbMATH Keywords

identificationregularizationinverse problemsnumerical differentiationstochastic perturbationdrift coefficientFokker-Planck diffusion equationmaximum entropy solutionsfinite moment problems

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Inverse problems for PDEs (35R30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Moment problems (44A60) Numerical differentiation (65D25)

Cites Work

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• Information Theory and Statistical Mechanics
• The Fokker-Planck equation. Methods of solution and applications.
• I-divergence geometry of probability distributions and minimization problems
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems
• How bad are Hankel matrices?
• Recovering a function from a finite number of moments
• A note about the discretization of finite moment problems
• Hausdorff's moment problem and expansions in Legendre polynomials
• On differentiation of approximately given functions^†
• Discrete stability analysis of the mollification method for numerical differentiation
• Moment-matching and best entropy estimation
• Spline approximations to spherically symmetric distributions
• Discrete approximations to spherically symmetric distributions
• Approximate solutions for a finite moment problem

Cited In (2)

• Fourier-Legendre approximation of a probability density from discrete data
• A stochastic perturbation method for studying inverse problems of dynamics

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