Existence and uniqueness of solutions of stationary transport equations

We consider the abstract kinetic equation dψ /dx = –JLψ, x ∈ [0, τ ], in a Hilbert space H. It is supposed that J = J * = J^–1, L = L * ≥ 0, ker L = 0. The following theorem is proved: if JL is similar to a self-adjoint operator, then an associated boundary problem has a unique solution. We apply this theorem to the stationary equation of Brownian motion (sgn μ)|μ |α (∂ψ /∂x) (x,μ) = (∂²ψ /∂μ²) (x,μ), 0 < x < τ, μ ∈ ℝ. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)