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Fractional Driftless Fokker-Planck Equation with Power Law Diffusion Coefficients

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Computer Algebra in Scientific Computing CASC 2001

Abstract

A generalized fractional drift less Fokker-Planck equation is discussed with a diffusion constant depending on the space coordinates by a power law.

The solution of this equation contains Lévy asymptotics for some special power law diffusion constants.

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© 2001 Springer-Verlag Berlin Heidelberg

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Südland, N., Baumann, G., Nonnenmacher, T.F. (2001). Fractional Driftless Fokker-Planck Equation with Power Law Diffusion Coefficients. In: Ganzha, V.G., Mayr, E.W., Vorozhtsov, E.V. (eds) Computer Algebra in Scientific Computing CASC 2001. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56666-0_39

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  • DOI: https://doi.org/10.1007/978-3-642-56666-0_39

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-62684-5

  • Online ISBN: 978-3-642-56666-0

  • eBook Packages: Springer Book Archive

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