On the eigenfunctions of the Fokker-Planck operator and of its adjoint (Q1117596)

The eigenfunctions of the forward and backward operator are linked by means of an ``associate system'', for which the stationary distribution and the eigenvalues are the same. For systems with M(\(\geq 2)\) stable states a Feynman-Kac result provides an efficient approximation of the first M backward eigenfunctions when the noise is ``moderate''; the corresponding form of the first M forward eigenfunctions follows by the above relation. At weak noise the associate system becomes more explicit; moreover, it leads to a new understanding and to a generalization of the Kramers method.