title: Invariance principle and model reduction for the Fokker-Planck equation.
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'.
authors.affiliation: Department of Mechanical and Process Engineering, ETH Zurich, 8092 Zurich, Switzerland karlin@lav.mavt.ethz.ch.
authors.forename: I V
authors.initials: IV
authors.lastname: Karlin
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D004058:Diffusion; D007700:Kinetics; D008956:Models, Chemical; D015233:Models, Statistical; D013269:Stochastic Processes; D013314:Stress, Mechanical
keywords: Fokker–Planck equation; invariance equation; maximum entropy principle; model reduction