Solution of the Fokker-Planck equation with a logarithmic potential

DOI10.1007/s10955-011-0363-zzbMath1237.82032arXiv1107.0884MaRDI QIDQ658500

Juan-Miguel Gracia

Publication date: 12 January 2012

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

Full work available at URL: https://arxiv.org/abs/1107.0884

zbMATH Keywords

Fokker-Planck equation; Schrödinger operator; logarithmic potentials; eigenfunction expansions; asymptotic anomalies; Boltzmann equilibrium; decay of probability distributions; infinite covariant density

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

47D07: Markov semigroups and applications to diffusion processes

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

35Q84: Fokker-Planck equations