Stationary Fokker–Planck equation on noncompact manifolds and in unbounded domains
Teoretičeskaâ i matematičeskaâ fizika, Tome 189 (2016) no. 3, pp. 453-463
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We investigate the Fokker–Planck equation on an infinite cylindrical surface and in an infinite strip with reflecting boundary conditions, prove the existence of a positive (not necessarily integrable) solution, and derive various conditions on the vector field $\mathbf f$ that are sufficient for the existence of a solution that is the probability density. In particular, these conditions are satisfied for some vector fields $\mathbf f$ with integral trajectories going to infinity.
Mots-clés :
diffusion process
Keywords: stationary distribution, elliptic equation for measures, averaging method.
Keywords: stationary distribution, elliptic equation for measures, averaging method.
@article{TMF_2016_189_3_a10,
author = {A. I. Noarov},
title = {Stationary {Fokker{\textendash}Planck} equation on noncompact manifolds and in unbounded domains},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {453--463},
year = {2016},
volume = {189},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_2016_189_3_a10/}
}
A. I. Noarov. Stationary Fokker–Planck equation on noncompact manifolds and in unbounded domains. Teoretičeskaâ i matematičeskaâ fizika, Tome 189 (2016) no. 3, pp. 453-463. http://geodesic.mathdoc.fr/item/TMF_2016_189_3_a10/