Papers › Maximum likelihood discretization of the transport equation
Maximum likelihood discretization of the transport equation
Brook Eyob, Florian Schäfer
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The transport of positive quantities underlies countless physical processes, including fluid, gas, and plasma dynamics. Discretizing the associated partial differential equations with Galerkin methods can result in spurious nonpositivity of solutions. We observe that these methods amount to performing statistical inference using the method of moments (MoM) and that the loss of positivity arises from MoM's susceptibility to producing estimates inconsistent with the observed data. We overcome this problem by replacing MoM with maximum likelihood estimation, introducing maximum likelihood discretization(MLD). In the continuous limit, MLD simplifies to the Fisher-Rao Galerkin (FRG) semidiscretization, which replaces the L² inner product in Galerkin projection with the Fisher-Rao metric of probability distributions. We show empirically that FRG preserves positivity. We prove rigorously that it yields error bounds in the Kullback-Leibler divergence.
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