scholarly journals Stochastic solution of fractional Fokker–Planck equations with space–time-dependent coefficients

2016 ◽  
Vol 442 (1) ◽  
pp. 103-116 ◽  
Author(s):  
Erkan Nane ◽  
Yinan Ni
Keyword(s):  
Space Time ◽  
Time Dependent ◽  
Stochastic Solution ◽  
Fokker Planck Equations ◽  
Fokker Planck

scholarly journals Analytical Solution of Space-Time Fractional Fokker-Planck Equation by Homotopy Perturbation Sumudu Transform Method

2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Ravi Shanker Dubey ◽  
Badr Saad T. Alkahtani ◽  
Abdon Atangana
Keyword(s):  
Perturbation Method ◽  
Homotopy Perturbation Method ◽  
Planck Equation ◽  
Space Time ◽  
Transform Method ◽  
Homotopy Perturbation ◽  
He’S Polynomials ◽  
Sumudu Transform ◽  
Fokker Planck Equations ◽  
Fokker Planck

An efficient approach based on homotopy perturbation method by using Sumudu transform is proposed to solve some linear and nonlinear space-time fractional Fokker-Planck equations (FPEs) in closed form. The space and time fractional derivatives are considered in Caputo sense. The homotopy perturbation Sumudu transform method (HPSTM) is a combined form of Sumudu transform, homotopy perturbation method, and He’s polynomials. The nonlinear terms can be easily handled by the use of He’s polynomials. Some examples show that the HPSTM is an effective tool for solving many space time fractional partial differential equations.

scholarly journals Numerical Solutions of Fractional Fokker-Planck Equations Using Iterative Laplace Transform Method

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Limei Yan
Keyword(s):  
Laplace Transform ◽  
Numerical Solutions ◽  
Convergent Series ◽  
Space Time ◽  
Laplace Transform Method ◽  
Transform Method ◽  
Promising Tool ◽  
The Laplace Transform ◽  
Fokker Planck Equations ◽  
Fokker Planck

A relatively new iterative Laplace transform method, which combines two methods; the iterative method and the Laplace transform method, is applied to obtain the numerical solutions of fractional Fokker-Planck equations. The method gives numerical solutions in the form of convergent series with easily computable components, requiring no linearization or small perturbation. The numerical results show that the approach is easy to implement and straightforward when applied to space-time fractional Fokker-Planck equations. The method provides a promising tool for solving space-time fractional partial differential equations.

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