Expansion for the Moments of a Nonlinear Stochastic Model.

We present a procedure to systematically evaluate all the moments of the Fokker-Planck eq by expanding them in a power series in a given function of t. The expansion coefficients are easi determined in terms of algebraic recursion relations. Applications to a linear Fokker-Planck equat well as to a truly nonlinear mean-field model, whose drift coefficient exhibits a functional depend on the distribution function, show this formalism to be advantageous over the standard time expansion of the moments which is shown to be rather impractical. [S0031-9007(96)01444-5]