%0 Journal Article
%T Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process
%J Computational Methods for Differential Equations
%I University of Tabriz
%Z 2345-3982
%A Hejazi, Reza
%A Naderifard, Azadeh
%A Hosseinpour, Soleiman
%A Dastranj, Elham
%D 2021
%\ 01/01/2021
%V 9
%N 1
%P 258-272
%! Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process
%K Fokker-Plank equation
%K Riemann Liouville derivative
%K Caputo derivative
%K Lie point symmetry
%K M¨untz-Legendre polynomial
%R 10.22034/cmde.2019.30717.1458
%X In this paper, a type of time-fractional Fokker-Planck equation (FPE) of the OrnsteinUhlenbeck process is solved via Riemann-Liouville and Caputo derivatives. An analytical method based on symmetry operators is used for finding reduced form and exact 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.
%U https://cmde.tabrizu.ac.ir/article_10321_f3c588d6b4e5567e7503c9d4ba81bb28.pdf