Explicit structure of the Fokker-Planck equation with potential

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Abstract

We study the pointwise (in the space and time variables) behavior of the Fokker-Planck equation with potential. An explicit description of the solution is given, including the large time behavior, initial layer, and spatially asymptotic behavior. Moreover, it is shown that the structure of the solution sensitively depends on the potential function.

Original languageEnglish
Pages (from-to)727-766
Number of pages40
JournalQuarterly of Applied Mathematics
Volume77
Issue number4
DOIs
Publication statusPublished - 2019

All Science Journal Classification (ASJC) codes

  • Applied Mathematics

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