Maximum-entropy approach with higher moments for solving Fokker-Planck equation
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Publication:1848183
DOI10.1016/S0378-4371(02)01001-4zbMath1001.82083MaRDI QIDQ1848183
Publication date: 19 November 2002
Published in: Physica A (Search for Journal in Brave)
Financial applications of other theories (91G80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Software, source code, etc. for problems pertaining to statistical mechanics (82-04)
Related Items (7)
Maximum entropy method for solving the collisional Vlasov equation ⋮ A unified view of transport equations ⋮ A maximum entropy method for solving the boundary value problem of second order ordinary differential equations ⋮ Maximum entropy method in comminution modelling ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ Determination of the stationary state densities of the stochastic nonlinear dynamical systems ⋮ Adomian decomposition method for solving the diffusion-convection-reaction equations
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