Invariant closure for the Fokker-Planck equation
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adap-org
nlin.AO
keywords
equationfokker-planckanalysisarbitrarycarriedclosedclosurecomputation
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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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