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3.2 Maximum Entropy Closure

The maximum entropy principle yields, for a given set of prior information, a density which contains least additional information in the sense of Shannon. It is obtained by maximizing the entropy

$\displaystyle H(f) = - \langle f \ln f -f \rangle$ (3.7)

under the constraint that a given set of moments of the distribution function $ f$ assumes prescribed values [Wu97].

A maximum entropy approach to the closure problem was applied by Levermore [Lev96]. A physical approach based on the maximum entropy principle was initiated by Anile [ARR00] within the framework of extended thermodynamics.



Subsections previous up next contents Previous: 3.1 Cumulant Closure Up: 3. Highest Order Moment Next: 3.2.1 Distribution Families

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