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Invariant closure for the Fokker-Planck equation

Ilya V. Karlin·V. B. Zmievskii
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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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Ilya V. Karlin, V. B. Zmievskii. 1998-02-04. Invariant closure for the Fokker-Planck equation. https://arxiv.org/abs/adap-org/9801004

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