Literature DB >> 27698039

Invariance principle and model reduction for the Fokker-Planck equation.

I V Karlin1.   

Abstract

The principle of dynamic invariance is applied 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.This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'.
© 2016 The Author(s).

Keywords:  Fokker–Planck equation; invariance equation; maximum entropy principle; model reduction

Mesh:

Year:  2016        PMID: 27698039      PMCID: PMC5052727          DOI: 10.1098/rsta.2016.0142

Source DB:  PubMed          Journal:  Philos Trans A Math Phys Eng Sci        ISSN: 1364-503X            Impact factor:   4.226


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1.  Scattering rates versus moments: Alternative Grad equations.

Authors: 
Journal:  Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics       Date:  1996-10
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1.  Bridging the gaps at the physics-chemistry-biology interface.

Authors:  P V Coveney; J P Boon; S Succi
Journal:  Philos Trans A Math Phys Eng Sci       Date:  2016-11-13       Impact factor: 4.226

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