Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
DOI10.1007/S10955-014-0919-9zbMATH Open1291.82094OpenAlexW2058243333WikidataQ59398141 ScholiaQ59398141MaRDI QIDQ2249262FDOQ2249262
Janusz Gajda, Marcin Magdziarz, Tomasz Zorawik
Publication date: 10 July 2014
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-014-0919-9
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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Cited In (20)
- A Hopf-Lax formula for Hamilton-Jacobi equations with Caputo time-fractional derivative
- Error of the Galerkin scheme for a semilinear subdiffusion equation with time-dependent coefficients and nonsmooth data
- Linear response characteristics in time-dependent subdiffusive fractional Fokker–Planck equations
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients
- Stable continuous-time autoregressive process driven by stable subordinator
- Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion
- High order numerical method for a subdiffusion problem
- Generalized fractional power series solutions for fractional differential equations
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
- Numerical method with fractional splines for a subdiffusion problem
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations
- Analysis of a Dilute Polymer Model with a Time-Fractional Derivative
- Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes
- Fokker-Planck and Kolmogorov backward equations for continuous time random walk scaling limits
- Variational time-fractional mean field games
- Diffusion in heterogeneous media: an iterative scheme for finding approximate solutions to fractional differential equations with time-dependent coefficients
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields
- Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations
- A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions
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