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In the paper "Numerical solution of two dimensional Fokker-Planck equations" (available at: https://doi.org/10.1016/S0096-3003(97)10161-8), the authors quote an analytical solution to the damped harmonic oscillator (where there is a typo for the parameter $b$). I have not been able to find this analytical solution anywhere else. It seems a bit weird as other sources state that the asymptotic solution is of the Boltzmann distribution form, but I do not see how the first paper can arrive to this.

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  • $\begingroup$ Have you checked Vankampen? The Fokker-Planck equation for damped harmonic oscillator is called Ornstein-Ulhenbeck equation and it can be solved in the Fourier domain using method of characteristics. $\endgroup$
    – Sunyam
    Commented Jul 31, 2019 at 20:15
  • $\begingroup$ Thank you very much. This made searching for papers a lot easier with the new keywords. $\endgroup$
    – Hello
    Commented Aug 1, 2019 at 16:44

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