A class of integro-differential Fokker-Planck equations with space-dependent coefficient. (4th March 2021)
- Record Type:
- Journal Article
- Title:
- A class of integro-differential Fokker-Planck equations with space-dependent coefficient. (4th March 2021)
- Main Title:
- A class of integro-differential Fokker-Planck equations with space-dependent coefficient
- Authors:
- Fa, Kwok Sau
- Abstract:
- Abstract: Exact solution for the probability distribution function (PDF) in Laplace space is obtained for a class of integro-differential Fokker-Planck equations with different kernels and generic space-dependent diffusion coefficient. Besides, exact solutions for the PDF and n -moment are also obtained for different kernels and a power-law diffusion coefficient; they are analyzed and compared for different kernels.
- Is Part Of:
- Physica scripta. Volume 96:Number 5(2021)
- Journal:
- Physica scripta
- Issue:
- Volume 96:Number 5(2021)
- Issue Display:
- Volume 96, Issue 5 (2021)
- Year:
- 2021
- Volume:
- 96
- Issue:
- 5
- Issue Sort Value:
- 2021-0096-0005-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-03-04
- Subjects:
- integro-differential Fokker-Planck equation -- Fractional derivative -- Stochastic processes
Physics -- Periodicals
530.05 - Journal URLs:
- http://iopscience.iop.org/1402-4896/ ↗
http://www.physica.org/ ↗
http://www.iop.org/ ↗ - DOI:
- 10.1088/1402-4896/abe88b ↗
- Languages:
- English
- ISSNs:
- 0031-8949
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 15940.xml