English

How to solve Fokker-Planck equation treating mixed eigenvalue spectrum?

Statistical Mechanics 2013-03-22 v1 Mathematical Physics math.MP

Abstract

An analogy of the Fokker-Planck equation (FPE) with the Schr\"odinger equation allows us to use quantum mechanics technique to find the analytical solution of the FPE in a number of cases. However, previous studies have been limited to the Schr\"odinger potential with a discrete eigenvalue spectrum. Here, we will show how this approach can be also applied to a mixed eigenvalue spectrum with bounded and free states. We solve the FPE with boundaries located at x=\pm L/2 and take the limit L\rightarrow\infty, considering the examples with constant Schr\"{o}dinger potential and with P\"{o}schl-Teller potential. An oversimplified approach was proposed earlier by M.T. Araujo and E. Drigo Filho. A detailed investigation of the two examples shows that the correct solution, obtained in this paper, is consistent with the expected Fokker-Planck dynamics.

Keywords

Cite

@article{arxiv.1303.5211,
  title  = {How to solve Fokker-Planck equation treating mixed eigenvalue spectrum?},
  author = {M. Brics and J. Kaupuzs and R. Mahnke},
  journal= {arXiv preprint arXiv:1303.5211},
  year   = {2013}
}

Comments

13 pages, 5 figures

R2 v1 2026-06-21T23:45:44.990Z