Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process
DOI10.22034/cmde.2019.30717.1458zbMath1488.35303OpenAlexW3012998299MaRDI QIDQ4993686
Seyed Reza Hejazi, Azadeh Naderifard, Soleiman Hosseinpour, Elham Dastranj
Publication date: 16 June 2021
Full work available at URL: https://cmde.tabrizu.ac.ir/article_10321_f3c588d6b4e5567e7503c9d4ba81bb28.pdf
Fokker-Planck equationCaputo derivativeRiemann-Liouville derivativeLie point symmetryMüntz-Legendre polynomial
Reaction-diffusion equations (35K57) Symmetries and conservation laws, reverse symmetries, invariant manifolds and their bifurcations, reduction for problems in Hamiltonian and Lagrangian mechanics (70H33) Symmetries and conservation laws in mechanics of particles and systems (70S10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A computational method for solving nonlinear stochastic Volterra integral equations
- A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
- Invariant analysis of time fractional generalized Burgers and Korteweg-de Vries equations
- The evolution and homogeneity of EU economies (with an econometric approach)
- Numerical solution of fractional differential equations with a collocation method based on Müntz polynomials
- A new Jacobi operational matrix: an application for solving fractional differential equations
- Fractional calculus in viscoelasticity: an experimental study
- Recent history of fractional calculus
- Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
- Applications of symmetry methods to partial differential equations
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- A pseudospectral method for fractional optimal control problems
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Approximate solution of nonlinear quadratic integral equations of fractional order via piecewise linear functions
- Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order
- A closed solution to the Fokker-Planck equation applied to forecasting
- Application of hat basis functions for solving two-dimensional stochastic fractional integral equations
- Group analysis of the time fractional generalized diffusion equation
- Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets
- Symmetry properties, conservation laws, reduction and numerical approximations of time-fractional cylindrical-Burgers equation
- The Müntz-Legendre tau method for fractional differential equations
- Lie transformations, nonlinear evolution equations, and Painlevé forms
- A highly accurate Jacobi collocation algorithm for systems of high‐order linear differential–difference equations with mixed initial conditions
- Muntz Systems and Orthogonal Muntz-Legendre Polynomials
- Analyzing Lie symmetry and constructing conservation laws for time-fractional Benny–Lin equation
- Symmetry operators and exact solutions of a type of time-fractional Burgers–KdV equation
- Exact solutions of the time fractional nonlinear Schrödinger equation with two different methods
- Symmetries, conservation laws and exact solutions of the time-fractional diffusivity equation via Riemann–Liouville and Caputo derivatives
- A numerical approach for solving weakly singular partial integro‐differential equations via two‐dimensional‐orthonormal Bernstein polynomials with the convergence analysis
This page was built for publication: Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process