Title of article :
Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process
Author/Authors :
Hejazi ، Reza Faculty of Mathematical Sciences - Shahrood University of Technology , Naderifard ، Azadeh Faculty of Mathematical Sciences - Shahrood University of Technology , Hosseinpour ، Soleiman Faculty of Mathematical Sciences - Shahrood University of Technology , Dastranj ، Elham Faculty of Mathematical Sciences - Shahrood University of Technology
Abstract :
In this paper, a type of time-fractional Fokker-Planck equation (FPE) of the Ornstein Uhlenbeck process is solved via Riemann-Liouville and Caputo derivatives. An ana lytical method based on symmetry operators is used for finding reduced form and ex act solutions of the equation. A numerical simulation based on the M¨untz-Legendre polynomials is applied in order to find some approximated solutions of the equation.
Keywords :
Fokker , Plank equation , Riemann Liouville derivative , Caputo derivative , Lie point symmetry , M¨untz , Legendre polynomial
Journal title :
Computational Methods for Differential Equations
Journal title :
Computational Methods for Differential Equations
