Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum

DOI10.1063/1.5000386zbMath1375.35558arXiv1703.10972OpenAlexW2604392277MaRDI QIDQ5366996

No author found.

Publication date: 10 October 2017

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

Full work available at URL: https://arxiv.org/abs/1703.10972

zbMATH Keywords

Fokker-Planck equationhydrogen atomimaginary-time Schrödinger equation

Mathematics Subject Classification ID

Brownian motion (60J65) Completeness of eigenfunctions and eigenfunction expansions in context of PDEs (35P10) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Meteorology and atmospheric physics (86A10) Atomic physics (81V45) Time-dependent Schrödinger equations and Dirac equations (35Q41) Fokker-Planck equations (35Q84)

Related Items (4)

Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods ⋮ A unified view of transport equations ⋮ Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation ⋮ Entropy of sharp restart

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solution of the Fokker-Planck equation with a logarithmic potential
• A survey and some generalizations of Bessel processes
• Statistical mechanics and the climatology of the arctic sea ice thickness distribution
• The parabolic differential equations and the associated semigroups of transformation
• Stochastic Quantization and the Gribov Problem in Non-Abelian Gauge Theories
• Polling Systems in Heavy Traffic: A Bessel Process Limit
• A Theory of the Term Structure of Interest Rates
• Loop exponent in DNA bubble dynamics
• Nonlinear threshold behavior during the loss of Arctic sea ice
• Some remarks on the Rayleigh process
• Transient behavior of regulated Brownian motion, I: Starting at the origin
• Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
• A decomposition of Bessel Bridges
• One-dimensional Brownian motion and the three-dimensional Bessel process
• BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance
• Spectral Expansions for Asian (Average Price) Options
• A stochastic perturbation theory for non-autonomous systems
• Decomposing the Brownian path
• On the transition densities for reflected diffusions

This page was built for publication: Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum