Analytical approach to fractional Fokker–Planck equations by new homotopy perturbation method

In this paper, a new form of homotopy perturbation method has been adopted for solving the spacetime dependent fractional Fokker-Planck equation. The fractional derivatives are described in the Caputo sense. The method gives an analytic solution in the form of a convergent series with easily computable components, requiring no linearization or small perturbation. The numerical results show that the approaches are easy to implement and accurate when applied to the space-time dependent fractional Fokker-Planck equations. The method introduces a promising tool for solving many spacetime fractional partial differential equations.