Mean conservation for density estimation via diffusion using the finite element method

Abstract

We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the finite element method is presented for the one dimensional diffusion equation, some possible applications of this results are presented as well. We also comment on a similar methodology for the two-dimensional diffusion equation for future applications in two-dimensional domains.