Abstract
An analogy of the Fokker-Planck equation (FPE) with the Schrödinger equation allows us to use quantum mechanics technique to find the analytical solution of the FPE in a number of cases. However, previous studies have been limited to the Schrödinger potential with a discrete eigenvalue spectrum. Here, we will show how this approach can be also applied to a mixed eigenvalue spectrum with bounded and free states. We solve the FPE with boundaries located at x=\pm L/2 and take the limit L\rightarrow\infty, considering the examples with constant Schrödinger potential and with Pöschl-Teller potential. An oversimplified approach was proposed earlier by M.T. Araujo and E. Drigo Filho. A detailed investigation of the two examples shows that the correct solution, obtained in this paper, is consistent with the expected Fokker-Planck dynamics.
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