Fractional Fokker-Planck Equation

Fractional Fokker-Planck Equation

We shall discuss the numerical solution of the Cauchy problem for the fully fractional Fokker-Planck (fFP) equation in connection with Sinc convolution methods. The numerical approximation is based on Caputo and Riesz-Feller fractional derivatives. The use of the transfer function in Laplace and Fou...

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Bibliographic Details
Main Authors: Gerd Baumann, Frank Stenger
Format: Article
Language:English
Published: MDPI AG 2017-02-01
Series:Mathematics
Subjects:
sinc methods
approximation
computation
integral equations
Riesz-Feller derivative
Caputo derivative
fractional Fokker Planck equation
Online Access:http://www.mdpi.com/2227-7390/5/1/12

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http://www.mdpi.com/2227-7390/5/1/12

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