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Eigentheory of the inhomogeneous Fokker-Planck equation
Authors:S Harris  J L Monroe
Institution:(1) College of Engineering and Applied Sciences, State University of New York at Stony Brook, Stony Brook, New York;(2) Department of Chemistry, State University of New York at Stony Brook, Stony Brook, New York;(3) Present address: Department of Physics, Beaver Campus, Pennsylvania State University, Monaca, Pennsylvania
Abstract:Ambiguities that occur in the existing eigentheory of the inhomogeneous Fokker-Planck equation are resolved. The eigenfunction expansion is shown to be identical to the known exact solution, generalizing an earlier result for the space-homogeneous case.Work partially supported by the NSF.
Keywords:Fokker-Planck equation  eigentheory  Brownian motion
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