Unit-Circle Moment Closure

Abstract

Moment closure is a central problem in reduced descriptions of stochastic, kinetic, and quantum dynamics, where equations for low-order observables are coupled to an unresolved hierarchy of higher-order moments. Existing closures usually impose a prescribed form on the distribution or directly truncate the hierarchy, which can become inaccurate or unstable for strongly non-Gaussian states. Here we introduce unit-circle moment closure, which recasts the problem as analytic continuation. Raw moments are mapped to bounded unit-circle moments, whose unresolved tail is reconstructed by a Takagi-Prony procedure from the effective pole structure of a mapped generating function. The resulting continuation yields stable higher-order moments without assuming a fixed distributional ansatz. Illustrative static and dynamical examples demonstrate accurate reconstruction of non-Gaussian distributions and stable evolution of moment hierarchies. Our approach provides a general perspective for moment closure based on analytic structure rather than direct truncation.