Fractional Fokker-Planck equation from non-singular kernel operators
Abstract
Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels, differently from the fractional operator defined in the literature. In this work we propose a generalisation of the Fokker-Planck equation in terms of a non-singular fractional temporal operator and considering a non-constant diffusion coefficient. We obtain analytical solutions for the Caputo-Fabrizio and the Atangana-Baleanu fractional kernel operators, from which non-Gaussian distributions emerge having a long and short tails. In addition, we show that these non-Gaussian distributions are unimodal or bimodal according if the diffusion index is positive or negative respectively, where a diffusion coefficient of the power law type is considered. Thereby, a class of anomalous diffusion phenomena connected with fractional derivatives and with a diffusion coefficient of the power law type is presented. The techniques employed in this work open new possibilities for studying memory effects in diffusive contexts.
Keywords
Cite
@article{arxiv.1806.02761,
title = {Fractional Fokker-Planck equation from non-singular kernel operators},
author = {M. A. F. dos Santos and Ignacio S. Gomez},
journal= {arXiv preprint arXiv:1806.02761},
year = {2018}
}