Journal of Mathematical Physics · 1986 · 121 citations · 1 references
Natural SciencesComputational EngineeringStochastic ModelingStochastic ProcessesThermodynamicsEntropyIntegral Equation FormulationsIntegral EquationsMethod Of MomentsNumerical Methods For Differential EquationsFredholm Integral EquationsFredholm TheoryMaximum Entropy PrincipleMoment EquationsNumerical Methods For Integral Equations
An approximate means of solving Fredholm integral equations by the maximum-entropy method is developed. The Fredholm integral equation is converted to a generalized moment problem whose approximate solution by maximum-entropy methods has been successfully implemented in a previous paper by Mead and Papanicolaou [L. R. Mead and N. Papanicolaou, J. Math. Phys. 25, 2404 (1984)]. Several explicit examples are given of approximate maximum-entropy solutions of Fredholm integral equations of the first and second kinds and of the Wiener–Hopf type. Both the weaknesses and strengths of the method are discussed.
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Maximum entropy in the problem of moments
Lawrence R. Mead, N.I. Papanicolaou · Journal of Mathematical Physics · 1984 · 588 citations