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Anomalous diffusion: Fractional Fokker–Planck equation and its solutions
E. K. Lenzi, R. S. Mendes, Kwok Sau Fa, L. C. Malacarne, L. R. da Silva
Source abstract
We analyze a linear fractional Fokker–Planck equation for the case of an external force F(x)∝x|x|α−1 and diffusion coefficient D(x)∝|x|−θ (α,θ∈R). We also discuss the connection of the solutions found here with the Fox functions and the nonextensive statistics based on the Tsallis entropy.
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