In reference to this note, a specific Focker-Planck equation with initial condition $W(\rho, t=0)=\delta(\rho-1)$ have the solution
The equation describes the probability distribution of resistance, $\rho$, of a one-dimensional disordered system as the system size $t$ is varied. They have provided the long $t$ behavior for the same in the notes. If one interested in looking at the short $t$ behavior, how should one proceed? What will be the approximate $W$ in the small-time, $t<<1$?