Moment Closure—A Brief Review

By Christian Kuehn. 2015

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Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation describes the evolution of one “moment”, a suitable coarse-grained quantity computable from the full state space. If the system is too large for analytical and/or numerical methods, then one aims to reduce it by finding a moment closure relation expressing “higher-order moments” in terms of “lower-order moments”. In this brief review, we focus on highlighting how moment closure methods occur in different contexts. We also conjecture via a geometric explanation why it has been difficult to rigorously justify many moment closure approximations although they work very well in practice.

Subfields: Computer Networks and Communications, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/88b4e282a5dddb19b02c71e724416deb18940479