Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process

‎In this paper, a type of time-fractional Fokker-Planck equation (FPE) of the OrnsteinUhlenbeck process is solved via Riemann-Liouville and Caputo derivatives. An analytical method based on symmetry operators is used for finding reduced form and exact solutions of the equation. A numerical simulation based on the M¨untz-Legendre polynomials is applied in order to find some approximated solutions of the equation.

Keywords:

Fokker-Plank equation , Riemann Liouville derivative , Caputo derivative , Lie point symmetry , M¨untz-Legendre polynomial

Authors

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Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.

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Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.

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Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.

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Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.

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https://civilica.com/doc/1597961

شناسه ملی سند علمی:

JR_CMDE-9-1_016

تاریخ نمایه سازی: 15 بهمن 1401

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Ranking of Shahrood University of Technology

Type of center: دانشگاه دولتی

Paper count: 10,230

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