Numerical solution of the space fractional Fokker-Planck equation.

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DOI10.1016/j.cam.2003.09.028zbMath1036.82019OpenAlexW1988571032MaRDI QIDQ1428499

Fawang Liu, V. V. Anh, Ian W. Turner

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

zbMATH Keywords

Fokker-Planck equation fractional derivative Lévy motion \(\alpha\)-stable densities heavy-tailed motions

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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