IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v417y2015icp141-149.html
   My bibliography  Save this article

Group analysis and exact solutions of the time fractional Fokker–Planck equation

Author

Listed:
  • Hashemi, M.S.

Abstract

In this paper, the Lie symmetry analysis method is extended to deal with the nonlinear time fractional Fokker–Planck (FP) equation with Riemann–Liouville derivative. The Erdélyi–Kober fractional derivative which is depending on a parameter α, is used for the reduction of FP equation. Symmetry reduction is provided and some exact analytic solutions to the time fractional FP equation are investigated by virtue of the reduction method introduced by M.C. Nucci.

Suggested Citation

  • Hashemi, M.S., 2015. "Group analysis and exact solutions of the time fractional Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 141-149.
  • Handle: RePEc:eee:phsmap:v:417:y:2015:i:c:p:141-149
    DOI: 10.1016/j.physa.2014.09.043
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437114008103
    Download Restriction: 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

    File URL: https://libkey.io/10.1016/j.physa.2014.09.043?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Huang, Qing & Zhdanov, Renat, 2014. "Symmetries and exact solutions of the time fractional Harry-Dym equation with Riemann–Liouville derivative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 409(C), pages 110-118.
    2. Gang wei Wang & Tian zhou Xu & Tao Feng, 2014. "Lie Symmetry Analysis and Explicit Solutions of the Time Fractional Fifth-Order KdV Equation," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
    3. Lenzi, E.K. & Malacarne, L.C. & Mendes, R.S. & Pedron, I.T., 2003. "Anomalous diffusion, nonlinear fractional Fokker–Planck equation and solutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 319(C), pages 245-252.
    4. Frank, T.D., 2004. "Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker–Planck equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 331(3), pages 391-408.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Stanislav Yu. Lukashchuk, 2022. "On the Property of Linear Autonomy for Symmetries of Fractional Differential Equations and Systems," Mathematics, MDPI, vol. 10(13), pages 1-17, July.
    2. Biswas, Swapan & Ghosh, Uttam & Raut, Santanu, 2023. "Construction of fractional granular model and bright, dark, lump, breather types soliton solutions using Hirota bilinear method," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    3. Bakhshandeh-Chamazkoti, Rohollah & Alipour, Mohsen, 2022. "Lie symmetries reduction and spectral methods on the fractional two-dimensional heat equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 200(C), pages 97-107.
    4. Inc, Mustafa & Yusuf, Abdullahi & Isa Aliyu, Aliyu & Baleanu, Dumitru, 2018. "Time-fractional Cahn–Allen and time-fractional Klein–Gordon equations: Lie symmetry analysis, explicit solutions and convergence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 94-106.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Yufeng & Mei, Jianqin & Zhang, Xiangzhi, 2018. "Symmetry properties and explicit solutions of some nonlinear differential and fractional equations," Applied Mathematics and Computation, Elsevier, vol. 337(C), pages 408-418.
    2. Akbulut, Arzu & Taşcan, Filiz, 2017. "Lie symmetries, symmetry reductions and conservation laws of time fractional modified Korteweg–de Vries (mkdv) equation," Chaos, Solitons & Fractals, Elsevier, vol. 100(C), pages 1-6.
    3. Azadeh Naderifard & Elham Dastranj & S. Reza Hejazi, 2018. "Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of Geometric Brownian motion via Lie point symmetries," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-15, June.
    4. Sahoo, S. & Ray, S. Saha, 2017. "Invariant analysis with conservation laws for the time fractional Drinfeld–Sokolov–Satsuma–Hirota equations," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 725-733.
    5. Sun, HongGuang & Li, Zhipeng & Zhang, Yong & Chen, Wen, 2017. "Fractional and fractal derivative models for transient anomalous diffusion: Model comparison," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 346-353.
    6. Rui, Weiguo & Yang, Xinsong & Chen, Fen, 2022. "Method of variable separation for investigating exact solutions and dynamical properties of the time-fractional Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    7. Zhang, Zhi-Yong & Li, Guo-Fang, 2020. "Lie symmetry analysis and exact solutions of the time-fractional biological population model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    8. Hashemi, M.S., 2018. "Invariant subspaces admitted by fractional differential equations with conformable derivatives," Chaos, Solitons & Fractals, Elsevier, vol. 107(C), pages 161-169.
    9. Ali H Bhrawy & Taha M Taha & Ebrahim O Alzahrani & Dumitru Baleanu & Abdulrahim A Alzahrani, 2015. "New Operational Matrices for Solving Fractional Differential Equations on the Half-Line," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-23, May.
    10. Liu, Jian-Gen & Yang, Xiao-Jun & Feng, Yi-Ying & Cui, Ping, 2020. "On group analysis of the time fractional extended (2+1)-dimensional Zakharov–Kuznetsov equation in quantum magneto-plasmas," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 178(C), pages 407-421.
    11. Hayman Thabet & Subhash Kendre & Dimplekumar Chalishajar, 2017. "New Analytical Technique for Solving a System of Nonlinear Fractional Partial Differential Equations," Mathematics, MDPI, vol. 5(4), pages 1-15, September.
    12. Gao, Ben & Zhang, Yao, 2019. "Symmetry analysis of the time fractional Gaudrey–Dodd–Gibbon equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1058-1062.
    13. Kalogeropoulos, Nikolaos, 2020. "Toward a relative q-entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    14. McCauley, Joseph L., 2007. "A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker–Planck equations” by T.D. Frank," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(2), pages 445-452.
    15. Inc, Mustafa & Yusuf, Abdullahi & Isa Aliyu, Aliyu & Baleanu, Dumitru, 2018. "Time-fractional Cahn–Allen and time-fractional Klein–Gordon equations: Lie symmetry analysis, explicit solutions and convergence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 94-106.
    16. Tianhang Gong & Wei Feng & Songlin Zhao, 2022. "Symmetry Analysis and Conservation Laws for a Time-Fractional Generalized Porous Media Equation," Mathematics, MDPI, vol. 10(5), pages 1-21, February.
    17. Richard L. Magin & Ervin K. Lenzi, 2021. "Slices of the Anomalous Phase Cube Depict Regions of Sub- and Super-Diffusion in the Fractional Diffusion Equation," Mathematics, MDPI, vol. 9(13), pages 1-29, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:417:y:2015:i:c:p:141-149. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.