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

eigenfunctions of the forward and backward operatorgeneralization of the Kramers methodstationary distribution

Mathematics Subject Classification ID

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

Review text

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.

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Cites work

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Cited in

(15)

• Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates
• Some reduction methods of problems of nonlinear stochastic dynamics
• Trace formula for noisy flows
• Sparsity enabled cluster reduced-order models for control
• Maximum-entropy approach with higher moments for solving Fokker-Planck equation
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• Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
• Matrix elements of the linearized Fokker–Planck operator
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• Oscillatory survival probability and eigenvalues of the non-self-adjoint Fokker-Planck operator
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