Abstract

The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open hierarchy of equations for the moments. Ways of closing this hierarchy have been proposed; ways of explicitly solving the hierarchy equations have received much less attention. In this paper we show that much insight can be gained by mapping the Fokker--Planck equation to a Schrödinger equation, where Planck's constant is identified with the diffusion coefficient.

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