English

Fractional Fokker-Planck equation from non-singular kernel operators

Statistical Mechanics 2018-12-26 v1 Mathematical Physics math.MP Data Analysis, Statistics and Probability

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 ν\nu is positive or negative respectively, where a diffusion coefficient of the power law type D(x)=D0xν\mathcal{D}(x)=\mathcal{D}_0|x|^{\nu} 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}
}
R2 v1 2026-06-23T02:22:40.515Z