Operator solutions for fractional Fokker-Planck equations

K. Górska, K.A. Penson, D. Babusci, G. Dattoli, G.H.E. Duchamp

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Abstract

We obtain exact results for fractional equations of Fokker-Planck type using the evolution operator method. We employ exact forms of one-sided Lévy stable distributions to generate a set of self-reproducing solutions. Explicit cases are reported and studied for various fractional order of derivatives, different initial conditions, and for different versions of Fokker-Planck operators. © 2012 American Physical Society.
Original languageEnglish
Article number031138
Pages (from-to)-
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume85
Issue number3
DOIs
Publication statusPublished - 26 Mar 2012
Externally publishedYes

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All Science Journal Classification (ASJC) codes

  • Condensed Matter Physics
  • Statistical and Nonlinear Physics
  • Statistics and Probability

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