EXPANSION FOR THE MOMENTS OF A NONLINEAR STOCHASTIC-MODEL

We present a procedure to systematically evaluate all the moments of t he Fokker-Planck equation by expanding them in a power series in a giv en function of t. The expansion coefficients are easily determined in terms of algebraic recursion relations. Applications to a linear Fokke r-Planck equation, as well as to a truly nonlinear mean-field model, w hose drift coefficient exhibits a functional dependence on the distrib ution function, show this formalism to be advantageous over the standa rd time series expansion of the moments which is shown to be rather im practical.