Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8256189 | Physica D: Nonlinear Phenomena | 2018 | 13 Pages |
Abstract
Next, we provide a simple derivation of the so-called Dynamic Maximum Entropy (DynMaxEnt) method for approximation of observables (moments) of the Fokker-Planck solution, which can be interpreted as a nonlinear Galerkin approximation. The limited applicability of the DynMaxEnt method inspires us to introduce its modified version that is valid for the whole range of admissible parameters. Finally, we present several numerical experiments to demonstrate the performance of both the original and modified DynMaxEnt methods. We observe that in the parameter regimes where both methods are valid, the modified one exhibits slightly better approximation properties compared to the original one.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
KatarÃna BoÄová, Jan Haskovec, Peter Markowich,