Maximum entropy and the problem of moments: a stable algorithm.

Phys Rev E Stat Nonlin Soft Matter Phys

Department of Physics, University of Burdwan, Burdwan, West Bengal 713104, India.

Published: May 2005

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an optimal solution can be constructed iteratively. We demonstrate the performance and stability of our algorithm with several tests on numerically difficult functions. We then consider an electronic structure application, the electronic density of states of amorphous silica, and study the convergence of the Fermi level with increasing number of moments.

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http://dx.doi.org/10.1103/PhysRevE.71.057701DOI Listing

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