Spectral decomposition of 3D Fokker - Planck differential operator

2006/07/23 by Igor A. Tanski, Tanski, Igor A.
Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #FOS: Physical sciences #nlin.CD

paper · pdf · doi:10.48550/arxiv.nlin/0607050

We correct expressions (48-54), (57-58), (71-73) - we replace $n sub j$ with $p sub j$ and ${omega sub j} over {a sub j}$ with $omega sub j$. Removed $a sub 1, a sub 2, a sub 3$ 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

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.

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