Oscillatory Survival Probability and Eigenvalues of the Non-Self-Adjoint Fokker--Planck Operator

DOI10.1137/130925414zbMath1400.34095arXiv1405.7821OpenAlexW1987563303WikidataQ58052010 ScholiaQ58052010MaRDI QIDQ5251776

David Holcman, Zeev Schuss

Publication date: 21 May 2015

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7821

zbMATH Keywords

eigenvalueoscillationspectrumWKBnon-self-adjointsecond-order operatornon-Poissonian

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Asymptotic distributions of eigenvalues in context of PDEs (35P20) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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• NON-SELF-ADJOINT DIFFERENTIAL OPERATORS
• Diffusion Across Characteristic Boundaries
• The Exit Problem for Randomly Perturbed Dynamical Systems
• Pseudospectra of Linear Operators

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