Invariant closure for the Fokker-Planck equation
adap-org
2007-05-23 v3 Adaptation and Self-Organizing Systems
Abstract
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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Cite
@article{arxiv.adap-org/9801004,
title = {Invariant closure for the Fokker-Planck equation},
author = {Ilya V. Karlin and V. B. Zmievskii},
journal= {arXiv preprint arXiv:adap-org/9801004},
year = {2007}
}
Comments
4 pages, 2 tables