Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process

Document Type : Research Paper


Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.


‎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.


Volume 9, Issue 1
January 2021
Pages 258-272
  • Receive Date: 04 December 2018
  • Revise Date: 08 January 2020
  • Accept Date: 12 January 2020
  • First Publish Date: 01 January 2021