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387273

Fundamental solutions of the fractional diffusion and the fractional Fokker–Planck equations

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Last updated: 05 Jan 2025

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Abstract

The solutions of the space–time fractional diffusion equations and that of the space–
time fractional Fokker–Planck equation are probabilities evolving in time and stable in the sense
of Lévy. The fundamental solution, Green function, of the space–time fractional diffusion equation,
is early obtained by using the scale invariant method. In this paper, I use this reduced Green
functions and the scale invariant method to obtain the fundamental solution, Green function, of
the fractional diffusion equation and henceforth I obtain the solution of the space–time fractional
Fokker–Planck equation, by applying the Biller ´s transformation between the independent spatial coordinates
of these fractional differential equations. Henceforth, I simulate these solutions in the 3D
for all the possible values of the space and time fractional orders and also for different values of the
skewness.

DOI

10.1016/j.joems.2015.08.006

Keywords

α-Stable distribution, Green function, Similarity variable, Feller operator, Scale invariant method, Fractional diffusion equations

Authors

First Name

E.

Last Name

Abdel-Rehim

MiddleName

A.

Affiliation

Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia, Egypt

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Volume

24

Article Issue

3

Related Issue

51065

Issue Date

2016-09-01

Receive Date

2024-10-21

Publish Date

2016-09-01

Page Start

337

Page End

347

Print ISSN

1110-256X

Online ISSN

2090-9128

Link

https://joems.journals.ekb.eg/article_387273.html

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https://joems.journals.ekb.eg/service?article_code=387273

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387,273

Publication Type

Journal

Publication Title

Journal of the Egyptian Mathematical Society

Publication Link

https://joems.journals.ekb.eg/

MainTitle

Fundamental solutions of the fractional diffusion and the fractional Fokker–Planck equations

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Article

Created At

21 Dec 2024