Analytic solution to space-fractional Fokker-Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift
arXiv:2104.13584 · doi:10.1088/1751-8121/aa9ad8
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.
arXiv comment14 pages, 3 figures, preprint accepted by Journal of Physics A
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