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Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process | ||
Computational Methods for Differential Equations | ||
مقاله 16، دوره 9، شماره 1، فروردین 2021، صفحه 258-272 اصل مقاله (319.36 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22034/cmde.2019.30717.1458 | ||
نویسندگان | ||
Reza Hejazi؛ Azadeh Naderifard* ؛ Soleiman Hosseinpour؛ Elham Dastranj | ||
Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran. | ||
چکیده | ||
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. | ||
کلیدواژهها | ||
Fokker-Plank equation؛ Riemann Liouville derivative؛ Caputo derivative؛ Lie point symmetry؛ M¨untz-Legendre polynomial | ||
آمار تعداد مشاهده مقاله: 544 تعداد دریافت فایل اصل مقاله: 414 |