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Maximum-entropy approach to series extrapolation and analytic continuation

D A Drabold et al 1991 J. Phys. A: Math. Gen. 24 4705-4714   doi: 10.1088/0305-4470/24/19/029  Help

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D A Drabold and G L Jones
Dept. of Phys., Notre Dame Univ., IN, USA

Abstract. The authors use information theory (the principle of maximum entropy) to develop an approach to the problem of extrapolating power series. They suggest a well-defined way to map the extrapolation problem onto a moment problem, and show that the use of additional information about the function being extrapolated (such as asymptotic behaviour for large arguments) is important to obtaining accurate extrapolations. They apply the method to the virial expansion for the classical hard sphere equation of state, the quantum harmonic oscillator with octic perturbation and the symmetric Anderson model of relevance to magnetic impurities in metals. In each case the method yields excellent pointwise estimates of the function being extrapolated.

Print publication: Issue 19 (7 October 1991)

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