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 compon...
Formal solution of the diffusion equation (/t)V=(/x)[D(x)(/x)V] is obtained as a functional of D(x). The solution is expressed by means of certain operators, which are somewhat similar to the time-ordering operator of quantum mechanics. This forma...