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jlperla / continuous_time_methods

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Find stationary KFE of linear diffusion #15

Closed jlperla closed 7 years ago

jlperla commented 7 years ago

With a linear operator $A$, the adjoint $A$ can be used to find the stationary KFE. This can be an eigenvalue problem.... maybe the eigenvector associated with the unit eigenvector of $\exp(A)$? Normalized to be positive and sum to 1?

jlperla commented 7 years ago

Fixed. eigenvector associated with unity of $I - A^T$, rescaled to sum to 1.