Kerr relaxation of anisotropic dielectric particles and Neel relaxation of anisotropic magnetic particles after a sudden change of electric or magnetic field are studied on the basis of the Smoluchowski equation for the orientation distribution function. The equilibrium average of a Legendre moment of any order is evaluated. The time dependence of the relaxation of polarization (first-order Legendre moment) and order parameter (second-order Legendre moment) after a sudden change of field is determined by a fast and accurate numerical method.