Lévy stable distribution and space-fractional Fokker–Planck type equation

oleh: Jun-Sheng Duan, Temuer Chaolu, Zhong Wang, Shou-Zhong Fu

Format: Article
Diterbitkan: Elsevier 2016-01-01

Deskripsi

The space-fractional Fokker–Planck type equation ∂p∂t+γ∂p∂x=-D(-Δ)α/2p(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 xd∝(Dt)1/α.