Analytical Solution of the Time Fractional Fokker-Planck Equation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Pseudo-spectral ‎M‎atrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation

This paper presents a new numerical method to solve time fractional Fokker-Planck equation. The space dimension is discretized to the Gauss-Lobatto points, then we apply pseudo-spectral successive integration matrix for this dimension. This approach shows that with less number of points, we can approximate the solution with more accuracy. The numerical results of the examples are displayed.

متن کامل

Fractional Fokker-Planck equation, solution, and application.

Recently, Metzler et al. [Phys. Rev. Lett. 82, 3563 (1999)], introduced a fractional Fokker-Planck equation (FFPE) describing a subdiffusive behavior of a particle under the combined influence of external nonlinear force field, and a Boltzmann thermal heat bath. In this paper we present the solution of the FFPE in terms of an integral transformation. The transformation maps the solution of ordi...

متن کامل

Parameters of the fractional Fokker-Planck equation

We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavytailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability de...

متن کامل

Fractional Fokker-Planck equation for fractal media.

We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived f...

متن کامل

Fokker–Planck equation with fractional coordinate derivatives

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to fast variable is used. The main assumption is that the correlator of probability densities of particles to make a step has a power-law dependence. As a result,...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Applied Mechanics and Engineering

سال: 2014

ISSN: 1734-4492

DOI: 10.2478/ijame-2014-0030