Abstract
A method of studying the asymptotic properties of the Fokker-Planck equation near a critical point in which two pairs of complex conjugate eigenvalues cross the imaginary axis is developed. The method consists in the construction of a non-linear coordinate transformation which transforms the drift term into a canonical form.
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Kossakowski, A. Asymptotic properties of the Fokker-Planck equation near a critical point. Z. Physik B - Condensed Matter 56, 257–266 (1984). https://doi.org/10.1007/BF01304179
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DOI: https://doi.org/10.1007/BF01304179