Related papers: Fractional Fokker-Planck equations for subdiffusio…
In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…
We exhibit a numerical method to solve fractional variational problems, applying a decomposition formula based on Jacobi polynomials. Formulas for the fractional derivative and fractional integral of the Jacobi polynomials are proven. By…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…
Some multidimensional generalizations of the Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade as a stochastic process of Markovian type, are considered. The exact solutions of the Cauchy…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…
This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…
In this paper, we extend the spectral method developed [Dechicha and Puel, 2023] to any dimension $d\geqslant 1$, in order to construct an eigen-solution for the Fokker-Planck operator with heavy tail equilibria, of the form…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
The exact solutions of the Schrodinger equation with the hyperbolic Scarf potential reported in the literature so far rely upon Jacobi polynomials with imaginary arguments and parameters. We here show that upon a suitable factorization…
We present two types of polynomials related to the Mittag-Leffler function namely the fractional Hermite polynomial and the Mittag-Leffler polynomial. The first modifies the Hermite polynomial and the second one is a refashioned Laguerre…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
This paper builds on the notion of the so-called orthogonal derivative, where an n-th order derivative is approximated by an integral involving an orthogonal polynomial of degree n. This notion was reviewed in great detail in a paper in J.…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
A new algebraic method to find two special types of exact traveling wave solutions and the solitary type solutions to some conformable fractional partial differential equations is proposed. The two special types of solutions given by the…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…