FOKKER–PLANCK EQUATION FOR FRACTIONAL SYSTEMS
نویسندگان
چکیده
منابع مشابه
Fokker Planck Equation for Fractional Systems
The normalization condition, average values, and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A fractional (power) system is described by the fractional powers of coordinates and momenta. These systems can be considered as non-Hamiltonian systems in the usu...
متن کاملAnalytical solutions for the fractional Fisher's equation
In this paper, we consider the inhomogeneous time-fractional nonlinear Fisher equation with three known boundary conditions. We first apply a modified Homotopy perturbation method for translating the proposed problem to a set of linear problems. Then we use the separation variables method to solve obtained problems. In examples, we illustrate that by right choice of source term in the modified...
متن کاملAnalytical solutions for the fractional Klein-Gordon equation
In this paper, we solve a inhomogeneous fractional Klein-Gordon equation by the method of separating variables. We apply the method for three boundary conditions, contain Dirichlet, Neumann, and Robin boundary conditions, and solve some examples to illustrate the effectiveness of the method.
متن کاملA numerical scheme for space-time fractional advection-dispersion equation
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. We utilize spectral-collocation method combining with a product integration technique in order to discretize the terms involving spatial fractional order derivatives that leads to a simple evaluation of the related terms. By using Bernstein polynomial basis, the problem is transformed in...
متن کاملNumerical Solutions for Fractional Black-Scholes Option Pricing Equation
In this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.
متن کاملذخیره 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 Modern Physics B
سال: 2007
ISSN: 0217-9792,1793-6578
DOI: 10.1142/s0217979207036771