ASYMPTOTIC-BEHAVIOR OF SOLUTIONS OF FOKKER-PLANCK EQUATION AT LARGE TIMES

Authors
KHARRASOV MK
Citation
Mk. Kharrasov, ASYMPTOTIC-BEHAVIOR OF SOLUTIONS OF FOKKER-PLANCK EQUATION AT LARGE TIMES, Theoretical and mathematical physics, 97(1), 1993, pp. 1186-1190
Citations number
12
Categorie Soggetti
Mathematical Method, Physical Science",Physics,"Physycs, Mathematical
Journal title
Theoretical and mathematical physics → ACNP
ISSN journal
00405779
Volume
97
Issue
1
Year of publication
1993
Pages
1186 - 1190
Database
ISI
SICI code
0040-5779(1993)97:1<1186:AOSOFE>2.0.ZU;2-D
Abstract
A study is made of the asymptotic behavior of the fundamental solution of the Fokker-Planck equation in the neighborhood of a singular point of a deterministic system at large and small values of the time, and corresponding estimates are found. It is shown that the presence of mu ltiple eigenvalues of the linearization matrix at the singular point o f deterministic systems of equations has a strong influence on the asy mptotic behavior of the solutions at large times.