We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd- and even-parity states. The ladders are staggered: the odd-even separation differs from even-odd. The Fokker-Planck equation corresponds, in the limit of weak damping, to a generalized Ornstein-Uhlenbeck process where the random force depends upon position as well as time. The process describes damped stochastic acceleration, and exhibits anomalous diffusion at short times and a stationary non-Maxwellian momentum distribution.

• Received 3 October 2005

DOI:https://doi.org/10.1103/PhysRevLett.96.030601