Asymptotic behavior of solutions of Fokker–Planck equation at large times

M. Kh. Kharrasov

Bashkir State University

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 multiple eigenvalues of the linearization matrix at the singular point of deterministic systems of equations has a strong influence on the asymptotic behavior of the solutions, at large times.

Received: 28.02.1992

 English version: Theoretical and Mathematical Physics, 1993, 97:1, 1186–1190

Bibliographic databases:

• 
• 
•