Spectral decomposition of 1D Fokker - Planck differential operator

Abstract

We construct spectral decomposition of 1D Fokker - Planck differential operator. This reveal solution of Cauchy problem. We develop fundamental solution of Cauchy problem and compare it with one obtained by other means in our former work [5].

Postscript, 14 pages. V2: changed 'Abstract', corrected eqn (59), reference to Schroedinger instead of Heisenberg

References in corpus (1)

• Macroscopic parameters of Fokker-Planck flows

Cited by in corpus (4)

• Spectral decomposition approach to macroscopic parameters of Fokker-Planck flows: Part 1
• Spectral decomposition approach to macroscopic parameters of Fokker-Planck flows: Part 2
• Two simple solutions of nonlinear Fokker - Planck equation for incompressible fluid
• Solution of linearized Fokker - Planck equation for incompressible fluid