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Partial differential equations (PDEs): Existence and uniqueness, regularity, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDEs, conservation laws, qualitative dynamics.
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On the spectrum of Fokker–Planck with linear drift
The paper by Liberzon and Brockett, "Spectral analysis of Fokker–Planck and related operators arising from linear stochastic differential equations." SIAM Journal on Control and Optimization 38.5 (2 …