Moment Closure - A Brief Review
Abstract
Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation describes the evolution of one "moment", a suitable coarse-grained quantity computable from the full state space. If the system is too large for analytical and/or numerical methods, then one aims to reduce it by finding a moment closure relation expressing "higher-order moments" in terms of "lower-order moments". In this brief review, we focus on highlighting how moment closure methods occur in different contexts. We also conjecture via a geometric explanation why it has been difficult to rigorously justify many moment closure approximations although they work very well in practice.
Keywords
Cite
@article{arxiv.1505.02190,
title = {Moment Closure - A Brief Review},
author = {Christian Kuehn},
journal= {arXiv preprint arXiv:1505.02190},
year = {2018}
}
Comments
short survey paper (max 20 pages) for a broad audience in mathematics, physics, chemistry and quantitative biology