Invariant closure for the Fokker-Planck equation

Details Invariant closure for the Fokker-Planck equation Invariant closure for the Fokker-Planck equation

1998-01-19

arxiv.org/abs/adap-org/9801004v3

Nonlinear Sciences

Adaptation and Self-Organizing Systems

4 pages, 2 tables

Scientific paper

We develop the principle of dynamic invariance to obtain closed moment
equations from the Fokker-Planck kinetic equation. The analysis is carried out
to explicit formulae for computation of the lowest eigenvalue and of the
corresponding eigenfunction for arbitrary potentials.

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