相关论文: Fokker-Planck Equation with Fractional Coordinate …

The Chapman-Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using…

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the…

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

New kind of differential equations, called local fractional differential equations, has been proposed for the first time. They involve local fractional derivatives introduced recently. Such equations appear to be suitable to deal with…

A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…

This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…

In a recent paper (Abe S 2013 Phys. Rev. E 88 022142), a variational principle has been formulated for spatiotemporally-fractional Fokker-Planck equations and applied to derivations of their approximate analytic solutions based on the…

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…

The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…

The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element.…

A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained…

The aim of this paper is to derive Fokker - Planck equation in curvilinear coordinates using physical argumentation. We get the same result, as in our previous article [1], but for broader class of arbitrary holonomic mechanical systems.

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…