Local Fractional Fokker-Planck Equation

DOI10.1103/PhysRevLett.80.214zbMath0945.82005arXivcond-mat/9801138MaRDI QIDQ4492572

Publication date: 16 July 2000

Published in: Physical Review Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9801138

zbMATH Keywords

local fractional derivatives; local fractional differential equations

Mathematics Subject Classification ID

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

Related Items

ON THE FRACTIONAL MEAN-VALUE THEOREM, RIEMANN-CHRISTOFFEL TENSOR IN DIFFERENTIAL GEOMETRY OF FRACTIONAL ORDER APPLICATION TO FRACTAL SPACE-TIME, The fractional supertrace identity and its application to the super Ablowitz-Kaup-Newell-Segur hierarchy, The fractional quadratic-form identity and Hamiltonian structure of an integrable coupling of the fractional Ablowitz-Kaup-Newell-Segur hierarchy, On the quantum potential, Fractional Brownian motion approximation based on fractional integration of a white noise, A fractional calculus approach to the description of stress and strain localization in fractal media, Static-kinematic duality and the principle of virtual work in the mechanics of fractal media, The random walk's guide to anomalous diffusion: A fractional dynamics approach, Lagrangian and Hamiltonian mechanics on fractals subset of real-line, Fractional sub-equation method and its applications to nonlinear fractional PDEs, A fractional characteristic method for solving fractional partial differential equations, Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions, The Minkowski's space-time is consistent with differential geometry of fractional order, From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series, Cauchy's integral formula via the modified Riemann-Liouville derivative for analytic functions of fractional order, A fractional variational iteration method for solving fractional nonlinear differential equations, A generalized Tu formula and Hamiltonian structures of fractional AKNS hierarchy, The fractional variational iteration method improved with the Adomian series, From the Ehrenfest model to time-fractional stochastic processes, Fractional electromagnetic equations using fractional forms, Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations, Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio, Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions, Laplace's transform of fractional order via the Mittag-Leffler function and modified Riemann-Liouville derivative, An approach via fractional analysis to non-linearity induced by coarse-graining in space, Derivation of an amplitude of information in the setting of a new family of fractional entropies, Calculation of the tensile and flexural strength of disordered materials using fractional calculus, Local fractional Fourier series with application to wave equation in fractal vibrating string, An approach to differential geometry of fractional order via modified Riemann-Liouville derivative, Fractional subequation method for Cahn-Hilliard and Klein-Gordon equations, Application of the local fractional series expansion method and the variational iteration method to the Helmholtz equation involving local fractional derivative operators, Local fractional series expansion method for solving wave and diffusion equations on Cantor sets, Analytical solutions of the one-dimensional heat equations arising in fractal transient conduction with local fractional derivative, Approximation solutions for local fractional Schrödinger equation in the one-dimensional Cantorian system, Analysis of fractal wave equations by local fractional Fourier series method, Helmholtz and diffusion equations associated with local fractional derivative operators involving the Cantorian and Cantor-type cylindrical coordinates, Damped wave equation and dissipative wave equation in fractal strings within the local fractional variational iteration method, On the fractional solution of the equation \(f(x+y)=f(x)f(y)\) and its application to fractional Laplace's transform, On a new measure on fractals, Mathematical aspects of the Heisenberg uncertainty principle within local fractional Fourier analysis, Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space, Generalizations of Hölder's and some related integral inequalities on fractal space, Stochastic fractional differential equations: modeling, method and analysis, Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution, Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions, Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions, Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results, CALCULUS ON FRACTAL CURVES IN Rⁿ, Subjective observation via informational invariance results in creation of fractals and self‐similar processes of fractional order, CALCULUS ON FRACTAL SUBSETS OF REAL LINE — II: CONJUGACY WITH ORDINARY CALCULUS, Differential equations of fractional order:methods results and problem —I, Partial fractional differential equations and some of their applications, CALCULUS ON FRACTAL SUBSETS OF REAL LINE — I: FORMULATION, Formal calculus for real‐valued fractional Brownian motions prospects in systems science, ON SOME SIMILARITIES AND DIFFERENCES BETWEEN FRACTIONAL PROBABILITY DENSITY SIGNED MEASURE OF PROBABILITY AND QUANTUM PROBABILITY

Cites Work