Invariance principle and model reduction for the Fokker-Planck equation

福克-普朗克方程的不变性原理和模型简化

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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'.

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