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A spectral measure estimation problem in rheology

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  • Gzyl, Henryk
  • ter Horst, Enrique
  • Molina, German

Abstract

In this paper we consider an inverse problem appearing in rheology, consisting of determining a spectral measure over the set of relaxation times, that yields an observed collection of loss and storage moduli. Mathematically speaking, the problem consists of solving a system of Fredholm equations. To solve it, we propose an extended version of the maximum entropy method in the mean which is flexible enough to incorporate potential measurement errors.

Suggested Citation

  • Gzyl, Henryk & ter Horst, Enrique & Molina, German, 2015. "A spectral measure estimation problem in rheology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 129-133.
    • Handle: RePEc:eee:phsmap:v:434:y:2015:i:c:p:129-133
    DOI: 10.1016/j.physa.2015.04.010
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    References listed on IDEAS

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    1. Varadhan, Ravi & Gilbert, Paul, 2009. "BB: An R Package for Solving a Large System of Nonlinear Equations and for Optimizing a High-Dimensional Nonlinear Objective Function," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i04).
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    Cited by:

    1. Gzyl, Henryk & ter Horst, Enrique & Molina, Germán, 2019. "A model-free, non-parametric method for density determination, with application to asset returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 210-221.

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