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Invariant closure for the Fokker-Planck equation

1998/01/19 by I. V. Karlin, Ilya V. Karlin, Karlin, Ilya V. +3 · 1 citation
Physics and Astronomy · #Adaptation and Self-Organizing Systems (nlin.AO) #FOS: Physical sciences #Quantum Mechanics and Non-Hermitian Physics #Quantum chaos and dynamical systems #Statistical Mechanics and Entropy #adap-org #nlin.AO

paper · pdf · doi:10.48550/arxiv.adap-org/9801004

4 pages, 2 tables

openalex publication_date 1998/01/19 · arxiv created 1998/02/04 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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