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.
Hejazi, R., Naderifard, A., Hosseinpour, S., & Dastranj, E. (2021). Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process. Computational Methods for Differential Equations, 9(1), 258-272. doi: 10.22034/cmde.2019.30717.1458
MLA
Reza Hejazi; Azadeh Naderifard; Soleiman Hosseinpour; Elham Dastranj. "Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process". Computational Methods for Differential Equations, 9, 1, 2021, 258-272. doi: 10.22034/cmde.2019.30717.1458
HARVARD
Hejazi, R., Naderifard, A., Hosseinpour, S., Dastranj, E. (2021). 'Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process', Computational Methods for Differential Equations, 9(1), pp. 258-272. doi: 10.22034/cmde.2019.30717.1458
VANCOUVER
Hejazi, R., Naderifard, A., Hosseinpour, S., Dastranj, E. Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process. Computational Methods for Differential Equations, 2021; 9(1): 258-272. doi: 10.22034/cmde.2019.30717.1458
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