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Question on the solution of a Fokker-Planck

equation
Jaime A. Fernandez Angeles
April 2, 2015
I need to solve
W
+ ~u r W ~u u W = 3W,
t

(1)

where W = W (~r, ~u; t), r is the gradient operator in the configuration space
and r is the gradient operator in the velocity space.
We know, using the chain rule, that the total derivative of W with respect
to t is
X W ri X W ui
dW
W
=
+
+
,
(2)
dt
r
t
u
t
t
i
i
i
i
and if we compare it with the left-hand side of Eq. (1), we obtain
dri
= ui ,
dt

and

dui
= ui ,
dt

(3)

so the first equation can be solved promptly if we solve the linear first order
ODEs given in Eq. (3). However, this is where my problem arises, for the second
equation in (3) is not dimensionally correct, am I doing something wrong?

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