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Invariance principle and model reduction for the Fokker–Planck equation

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...

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Pubblicato in:Philos Trans A Math Phys Eng Sci
Autore principale: Karlin, I. V.
Natura: Artigo
Lingua:Inglês
Pubblicazione: The Royal Society 2016
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC5052727/
https://ncbi.nlm.nih.gov/pubmed/27698039
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rsta.2016.0142
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