Operator solutions for fractional Fokker-Planck equations.

Phys Rev E Stat Nonlin Soft Matter Phys

Laboratoire de Physique Théorique de la Matière Condensée (LPTMC), Université Pierre et Marie Curie, CNRS UMR 7600, Paris, France.

Published: March 2012

We obtain exact results for fractional equations of Fokker-Planck type using the evolution operator method. We employ exact forms of one-sided Lévy stable distributions to generate a set of self-reproducing solutions. Explicit cases are reported and studied for various fractional order of derivatives, different initial conditions, and for different versions of Fokker-Planck operators.

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http://dx.doi.org/10.1103/PhysRevE.85.031138DOI Listing

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