2000 character limit reached
Analytic solution to space-fractional Fokker-Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift (2104.13584v1)
Published 28 Apr 2021 in cond-mat.stat-mech
Abstract: We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be spatially linear, but may contain arbitrary time dependence such that no steady-state solution is available, even for the deterministic system.