Abstract
The distribution function in position and velocity space for the Brownian motion of particles in an external field is determined by the Kramers equation, i.e., by a two variable Fokker-Planck equation. By expanding the distribution function in Hermite functions (velocity part) and in another complete set satisfying boundary conditions (position part) the Laplace transform of the initial value problem is obtained in terms of matrix continued fractions. An inverse friction expansion of the matrix continued fractions is used to show that the first Hermite expansion coefficient may be determined by a generalized Smoluchowski equation. The first terms of the inverse friction expansion of this generalized Smoluchowski operator and of the memory kernel are given explicitly. The inverse friction expansion of the equation determining the eigenvalues and eigenfunctions is also given and the connection with the result of Titulaer is discussed.
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Risken, H., Vollmer, H.D. & Mörsch, M. Matrix continued fraction solutions of the Kramers equation and their inverse friction expansions. Z. Physik B - Condensed Matter 40, 343–352 (1981). https://doi.org/10.1007/BF01292851
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DOI: https://doi.org/10.1007/BF01292851