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Main Authors: Rebollo, Jose Antonio, Vazquez, Rafael, Bombardelli, Claudio
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2603.29388
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author Rebollo, Jose Antonio
Vazquez, Rafael
Bombardelli, Claudio
author_facet Rebollo, Jose Antonio
Vazquez, Rafael
Bombardelli, Claudio
contents Non-Gaussian tails dominate collision probability estimates in conjunction assessment, yet capturing them without Monte Carlo sampling is challenging, especially when process noise is included. We present a closed-form, grid-free solution to the Fokker-Planck equation by proving that an exponential-of-quadratic-form ansatz is structurally preserved under advection and diffusion. The probability density function propagates via a compact ODE system, significantly cheaper than Monte Carlo and without spatial discretization. As an application, the method performs orbit uncertainty propagation under stochastic forcing representative of atmospheric drag. Results demonstrate the method faithfully captures non-Gaussian features, asymmetric tails, and stochastic broadening, matching a Monte Carlo benchmark.
format Preprint
id arxiv_https___arxiv_org_abs_2603_29388
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Closed-Form Solutions to the Fokker-Planck Equation for Orbital Uncertainty Propagation
Rebollo, Jose Antonio
Vazquez, Rafael
Bombardelli, Claudio
Space Physics
Numerical Analysis
Non-Gaussian tails dominate collision probability estimates in conjunction assessment, yet capturing them without Monte Carlo sampling is challenging, especially when process noise is included. We present a closed-form, grid-free solution to the Fokker-Planck equation by proving that an exponential-of-quadratic-form ansatz is structurally preserved under advection and diffusion. The probability density function propagates via a compact ODE system, significantly cheaper than Monte Carlo and without spatial discretization. As an application, the method performs orbit uncertainty propagation under stochastic forcing representative of atmospheric drag. Results demonstrate the method faithfully captures non-Gaussian features, asymmetric tails, and stochastic broadening, matching a Monte Carlo benchmark.
title Closed-Form Solutions to the Fokker-Planck Equation for Orbital Uncertainty Propagation
topic Space Physics
Numerical Analysis
url https://arxiv.org/abs/2603.29388