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Stationary Fokker–Planck equation on noncompact manifolds and in unbounded domains


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Abstract

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 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 f with integral trajectories going to infinity.

About the authors

A. I. Noarov

Institute of Numerical Mathematics

Author for correspondence.
Email: ligrans@mail.ru
Russian Federation, Moscow

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