Related papers: Fractional Fokker-Planck equations for subdiffusio…
Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…
We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…
Based on the well-known relation between Fokker-Planck equations and Schroedinger equations of quantum mechanics (QM), we propose new deformed Fokker-Planck (FP) equations associated with the Schroedinger equations of "discrete" QM. The…
We introduce a new class of fractional backward orthogonal functions designed for the spectral approximation of weakly singular adjoint Volterra integral equations. These basis functions generate an approximation space that naturally…
We consider exact and quasi-exact solvability of the one-dimensional Fokker-Planck equation based on the connection between the Fokker-Planck equation and the Schr\"odinger equation. A unified consideration of these two types of solvability…
We find Stieltjes-type and Jacobi-type continued fractions for some "master polynomials" that enumerate permutations, set partitions or perfect matchings with a large (sometimes infinite) number of simultaneous statistics. Our results…
Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…
Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…
The differential equation proposed by Frits Zernike to obtain a basis of polynomial orthogonal solutions on the the unit disk to classify wavefront aberrations in circular pupils, is shown to have a set of new orthonormal solution bases,…
We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…
The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…
In [8], some exact splittings are proposed for inhomogeneous quadratic differential equations including, for example, transport equations, kinetic equations, and Schr{\"o}dinger type equations with a rotation term. In this work, these exact…
First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…
We propose a prescription based on the Fokker-Planck equation in the Stratonovich approach, with the diffusion coefficient dependent on temporal and spatial coordinates, for describing heat conduction by phonons in small structures. This…
Simple derivation is presented of the four families of infinitely many shape invariant Hamiltonians corresponding to the exceptional Laguerre and Jacobi polynomials. Darboux-Crum transformations are applied to connect the well-known shape…
In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…
We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth…
In this paper, the exact solutions of certain non-linear differential equations defined on a fractal subset of the real line are presented. Particular attention is paid to the Riccati-type fractal differential equation, for which a…
We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…
This paper is devoted to the construction of an \emph{eigen-solution} for the Fokker-Planck operator with heavy tail equilibrium. We propose an \textit{alternative} method in dimension 1, which will be generalizable in higher dimension. The…