Related papers: Fractional Fokker-Planck equations for subdiffusio…
The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…
In this paper the singular Emden-Fowler equation of fractional order is introduced and a computational method is proposed for its numerical solution. For the approximation of the solutions we have used Boubaker polynomials and defined the…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
New sequences of orthogonal polynomials with ultra-exponential weight functions are discovered. In particular, it gives an explicit solution to the Ditkin-Prudnikov problem (1966). The 3-term recurrence relations, explicit representations,…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
Fractional $q$-extensions of some classical $q$-orthogonal polynomials are introduced and some of the main properties of the new defined functions are given. Next, a fractional $q$-difference equation of Gauss type is introduced and solved…
In a series of papers, Saxena, Mathai, and Haubold (2002, 2004a, 2004b) derived solutions of a number of fractional kinetic equations in terms of generalized Mittag-Leffler functions which provide the extension of the work of Haubold and…
An interesting discovery in the last two years in the field of mathematical physics has been the exceptional $X_\ell$ Laguerre and Jacobi polynomials. Unlike the well-known classical orthogonal polynomials which start with constant terms,…
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
Recently, the fractional Fokker-Planck equations (FFPEs) with multiple internal states are built for the particles undergoing anomalous diffusion with different waiting time distributions for different internal states, which describe the…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
We present various results on the properties of the four infinite sets of the exceptional $X_{\ell}$ polynomials discovered recently by Odake and Sasaki [{\it Phys. Lett. B} {\bf 679} (2009), 414-417; {\it Phys. Lett. B} {\bf 684} (2010),…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…
We construct two new exactly solvable potentials giving rise to bound-state solutions to the Schr\"odinger equation, which can be written in terms of the recently introduced Laguerre- or Jacobi-type $X_1$ exceptional orthogonal polynomials.…