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  • 标题:Lévy stable distribution and space-fractional Fokker–Planck type equation
  • 本地全文:下载
  • 作者:Jun-Sheng Duan ; Jun-Sheng Duan ; Temuer Chaolu
  • 期刊名称:Journal of King Saud University - Science
  • 印刷版ISSN:1018-3647
  • 出版年度:2016
  • 卷号:28
  • 期号:1
  • 页码:17-20
  • DOI:10.1016/j.jksus.2015.03.007
  • 语种:English
  • 出版社:Elsevier
  • 摘要:The space-fractional Fokker–Planck type equation ∂ p ∂ t + γ ∂ p ∂ x = - D ( - Δ ) α / 2 p ( 0 < α ⩽ 2 ) subject to the initial condition p ( x , 0 ) = δ ( x ) is solved in terms of Fox H functions. The solution as γ = 0 expresses the Lévy stable distribution with the index α . From the properties of Fox H functions, the series representation and asymptotic behavior for the solution are also obtained. Lévy stable distribution as 0 < α < 2 describes anomalous superdiffusion and its diffusion velocity is characterized by x d ∝ ( Dt ) 1 / α .
  • 关键词:Fokker–Planck equation;Laplace operator;Fourier transform;Fox H function
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