On the eigenfunctions of the Fokker-Planck operator and of its adjoint

DOI10.1016/0378-4371(87)90019-7MaRDI QIDQ1117596zbMATH OpenOpenAlexFDO

Authors Dietrich Ryter

Publication date 1987

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4371(87)90019-7

zbMATH Keywords

stationary distributioneigenfunctions of the forward and backward operatorgeneralization of the Kramers method

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cites work

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• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
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• A New Proof of a Theorem Concerning the Relationship between the Lebesgue Integral and RC -Integral
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates
• Persistence of Dynamical Systems under Random Perturbations

Cited in

(15)

• Structure of the reflection coefficient and the eigenvalue problem of the Fokker-Planck equation
• Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates
• scientific article; zbMATH DE number 2101480 (Why is no real title available?)
• scientific article; zbMATH DE number 1088180 (Why is no real title available?)
• Reaction rate theory: What it was, where is it today, and where is it going?
• Trace formula for noisy flows
• Oscillatory survival probability and eigenvalues of the non-self-adjoint Fokker-Planck operator
• Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
• Some reduction methods of problems of nonlinear stochastic dynamics
• Detailed balance in non-equilibrium systems
• Maximum-entropy approach with higher moments for solving Fokker-Planck equation
• The exit problem at weak noise, the two-variable quasipotential, and the Kramers problem
• Sparsity enabled cluster reduced-order models for control
• Matrix elements of the linearized Fokker–Planck operator
• The Fokker–Planck operator at a continuous phase transition

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