scholarly journals Fractional Fokker-Planck equation in a fractal medium

2020 ◽  
Vol 24 (4) ◽  
pp. 2589-2595
Author(s):  
Shuxian Deng ◽  
Xinxin Ge

This paper studies a fractal modification of Fokker-Planck equation for a heat conduction in a fractal medium. Fourier transform and Darboux transformation are used to solve the equation, some new results are obtained.

Analysis ◽  
2018 ◽  
Vol 38 (1) ◽  
pp. 11-20
Author(s):  
Nicolas Privault

AbstractWe derive Mellin integral representations in terms of Macdonald functions for the squared absolute value{s\mapsto|\Gamma(a+is)|^{2}}of the gamma function and its Fourier transform when{a<0}is non-integer, generalizing known results in the case{a>0}. This representation is based on a renormalization argument using modified Bessel functions of the second kind, and it applies to the representation of the solutions of a Fokker–Planck equation.


1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.


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