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

DOI10.1063/1.528276zbMath0692.46067OpenAlexW2081008097MaRDI 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 equationsrandom walkFourier series solutioneliminating the necessity of solving systems of nonlinear equations for the Lagrange multipliersmaximum entropy solution of differential equations with Fourier momentsmaximum entropy-minimum normmethod the Lagrange multipliers

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) General theory of partial differential operators (47F05) Miscellaneous applications of functional analysis (46N99)

Related Items (7)

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

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

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