Analytic solution to space-fractional Fokker-Planck equations for tempered-stable L\'{e}vy distributions with spatially linear, time-dependent drift
Statistical Mechanics
2021-05-05 v1
Abstract
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be spatially linear, but may contain arbitrary time dependence such that no steady-state solution is available, even for the deterministic system.
Keywords
Cite
@article{arxiv.2104.13584,
title = {Analytic solution to space-fractional Fokker-Planck equations for tempered-stable L\'{e}vy distributions with spatially linear, time-dependent drift},
author = {Mathew Zuparic and Alexander Kalloniatis},
journal= {arXiv preprint arXiv:2104.13584},
year = {2021}
}
Comments
14 pages, 3 figures, preprint accepted by Journal of Physics A