Numerical solution of the space fractional Fokker-Planck equation.
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Publication:1428499
DOI10.1016/j.cam.2003.09.028zbMath1036.82019MaRDI QIDQ1428499
V. V. Anh, Ian W. Turner, Fawang Liu
Publication date: 29 March 2004
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2003.09.028
Fokker-Planck equation; fractional derivative; Lévy motion; \(\alpha\)-stable densities; heavy-tailed motions
26A33: Fractional derivatives and integrals
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics