Asymptotic behavior of a fractional Fokker–Planck-type equation

Fu-Yao Ren, Jin-Rong Liang, Wei-Yuan Qiu and Jian-Bin Xiao

Physica A: Statistical Mechanics and its Applications, 2007, vol. 373, issue C, 165-173

Abstract: It is proved that the asymptotic shape of the solution for a wide class of fractional Fokker–Planck-type equations with coefficients depending on coordinate and time is a stretched Gaussian for the initial condition being pulse function in the homogeneous and heterogeneous fractal structures, whose mean square displacement behaves like 〈(Δx)2(t)〉∼tγ and 〈(Δx)2(t)〉∼x-θtγ(0<γ<1,-∞<θ<+∞), respectively.

Keywords: Fractional Fokker–Planck equations; Stretched Gaussian; Asymptotic behavior (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:373:y:2007:i:c:p:165-173

DOI: 10.1016/j.physa.2006.05.045

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