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

DOI10.1080/00036819608840487MaRDI QIDQ5285387zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Inverse problems in Fokker Planck equations
• An inverse problem for stochastic differential equations
• On an Inverse Diffusion Problem
• An inverse problem of identifying the coefficient in a Kolmogorov type equation
• Reconstructing the drift of a diffusion from partially observed transition probabilities

Cites work

• scientific article; zbMATH DE number 107494 (Why is no real title available?)
• scientific article; zbMATH DE number 3228674 (Why is no real title available?)
• A note about the discretization of finite moment problems
• Approximate solutions for a finite moment problem
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Discrete approximations to spherically symmetric distributions
• Discrete stability analysis of the mollification method for numerical differentiation
• Hausdorff's moment problem and expansions in Legendre polynomials
• How bad are Hankel matrices?
• I-divergence geometry of probability distributions and minimization problems
• Information Theory and Statistical Mechanics
• Moment-matching and best entropy estimation
• On differentiation of approximately given functions^†
• Recovering a function from a finite number of moments
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems
• Spline approximations to spherically symmetric distributions
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(8)

• Reconstructing the drift of a diffusion from partially observed transition probabilities
• Inverse problems in Fokker Planck equations
• Fourier-Legendre approximation of a probability density from discrete data
• Drift reconstruction from first passage time data using the Levenberg-Marquardt method
• Statistical deconvolution of the free Fokker-Planck equation at fixed time
• A stochastic perturbation method for studying inverse problems of dynamics
• An inverse problem for stochastic differential equations
• On reconstruction of coefficients of Fokker-Planck-Kolmogorov equations

This page was built for publication: Identification of the drift coeffic plank equation from the momer its stationary solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5285387)