Analytic solution to space-fractional Fokker-Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift
Abstract
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable Lévy noise terms. The drift terms are generalised to be spatially linear, but may contain arbitrary time dependence such that no steady-state solution is available, even for the deterministic system.
- Publication:
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Journal of Physics A Mathematical General
- Pub Date:
- January 2018
- DOI:
- 10.1088/1751-8121/aa9ad8
- arXiv:
- arXiv:2104.13584
- Bibcode:
- 2018JPhA...51c5101Z
- Keywords:
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- Condensed Matter - Statistical Mechanics
- E-Print:
- 14 pages, 3 figures, preprint accepted by Journal of Physics A