Half-range completeness for the Fokker-Planck equation with an external force

DOI10.1007/BF01054434zbMath0925.60060OpenAlexW2078164432MaRDI QIDQ1203286

Carlo Cercignani, Carlo Sgarra

Publication date: 1 September 1994

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01054434

zbMATH Keywords

Brownian motionboundary value problemlinear transport theoryindefinite Sturm-Liouville problemskinetic layers

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (4)

Hydrodynamic singular regimes in \(1+1\) kinetic models and spectral numerical methods ⋮ Some examples of kinetic schemes whose diffusion limit is Il'in's exponential-fitting ⋮ The milne problem with a force term ⋮ Half-range expansion analysis for Langewin dynamics in the high-friction limit with a singular absorbing boundary condition: noncharacteristic case

Cites Work

• The distribution of exit times for weakly colored noise
• The Fokker-Planck equation. Methods of solution and applications
• Half-range completeness for the Fokker-Planck equation. I
• On the regularity of the critical point infinity of definitizable operators
• Boundary value problems in abstract kinetic theory
• The Boltzmann equation and its applications
• Sur une équation d'évolution changeant de type
• A drop of ink falls from my pen. . . it comes to earth, I know not when
• The analytic solutions of some boundary layer problems in the theory of Brownian motion
• First-passage times for the Uhlenbeck-Ornstein process

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