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Spectral decomposition of 3D Fokker - Planck differential operator

Igor A. Tanski

nlin.CDarXiv:nlin/0607050

Abstract

We construct spectral decomposition of 3D Fokker - Planck differential operator in this paper. We use the decomposition to obtain solution of Cauchy problem - and especially the fundamental solution. Then we use the decomposition to calculate macroscopic parameters of Fokker - Planck flow.

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