  An improved method for the description of hierarchical complex systems by
means of a Fokker-Planck equation is presented. In particular the
limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint
problems (L-BFGS-B) is used to minimize the distance between the numerical
solutions of the Fokker-Planck equation and the empirical probability density
functions and thus to estimate properly the drift and diffusion term of the
Fokker-Planck equation. The optimisation routine is applied to a time series of
velocity measurements obtained from a turbulent helium gas jet in order to
demonstrate the benefits and to quantify the improvements of this new
optimisation routine.
