Identification of the drift coeffic plank equation from the momer its stationary solution
DOI10.1080/00036819608840487zbMath0864.35117OpenAlexW2059280928MaRDI QIDQ5285387
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
identificationregularizationinverse problemsnumerical differentiationdrift coefficientstochastic perturbationFokker-Planck diffusion equationmaximum entropy solutionsfinite moment problems
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) Fokker-Planck equations (35Q84)
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