Abstract
The Fokker-Planck equation is a partial differential equation that describes how the probability density function of an object state varies, when subject to deterministic and random forces. The solution to this equation is crucial in many space applications, such as space debris trajectory tracking and prediction, guidance navigation and control under uncertainties, space situational awareness, and mission analysis and planning. However, no general closed-form solutions are known and several methods exist to tackle its solution. In this work, we use a known technique to transform this equation into a set of linear ordinary differential equations in the context of orbital dynamics. In particular, we show the advantages of the applied methodology, which allows to decouple the time and state-dependent components and to retain the entire shape of the probability density function through time, in the presence of both deterministic and stochastic dynamics. With this approach, the probability density function values at future times and for different initial conditions can be computed without added costs, provided that some time-independent integrals are solved offline. We showcase the efficacy and use of this method on some orbital dynamics example, by also leveraging the use of automatic differentiation for efficiently computing the involved derivatives.