Abstract
Ambiguities that occur in the existing eigentheory of the inhomogeneous Fokker-Planck equation are resolved. The eigenfunction expansion is shown to be identical to the known exact solution, generalizing an earlier result for the space-homogeneous case.
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Work partially supported by the NSF.
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Harris, S., Monroe, J.L. Eigentheory of the inhomogeneous Fokker-Planck equation. J Stat Phys 17, 377–381 (1977). https://doi.org/10.1007/BF01014405
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DOI: https://doi.org/10.1007/BF01014405