Abstract

A general theory of the one-variable Fokker-Planck equation is presented. The emphasis is placed on the calculation of the Green function, from which the nonstationary solution with arbitrary initial condition can be obtained. The frequency component of the Green function is expressed in a simple form. The behavior of the time-dependent Green function is studied on the basis of this expression. The short-time behavior is expressed as a power series in terms of time. The long-time behavior is also explored. The eigenvalue problem and other properties of the Fokker-Planck equation are discussed as well.

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