Spectral decomposition of 3D Fokker - Planck differential operator

Abstract

We construct spectral decomposition of 3D Fokker - Planck differential operator in this paper. We use the decomposition to obtain solution of Cauchy problem - and especially the fundamental solution. Then we use the decomposition to calculate macroscopic parameters of Fokker - Planck flow.

We correct expressions (48-54), (57-58), (71-73) - we replace $nsubj$ with $psubj$ and $omegasubjoverasubj$ with $omegasubj$. Removed $asub1,asub2,asub3$ multiplier in (48-54) and (A4). We add APPENDIX with formulae for the case of unbounded space. Added reference to P. Resibois and M. De Leener work

References in corpus (1)

• Fundamental solution of Fokker - Planck equation