Fokker–Planck equation with fractional coordinate derivatives

Vasily E. Tarasov and George M. Zaslavsky

Physica A: Statistical Mechanics and its Applications, 2008, vol. 387, issue 26, 6505-6512

Abstract: Using the generalized Kolmogorov–Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations, with averaging with respect to a fast variable, is used. The main assumption is that the correlation function of probability densities of particles to make a step has a power-law dependence. As a result, we obtain a Fokker–Planck equation with fractional coordinate derivative of order 1<α<2.

Keywords: Fractional kinetics; Fractional derivatives; Long-range interaction; Fokker–Planck equation; Kolmogorov–Feller equation (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437108007528
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:387:y:2008:i:26:p:6505-6512

DOI: 10.1016/j.physa.2008.08.033

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().