Spectral Non-integer Derivative Representations and the Exact Spectral Derivative Discretization Finite Difference Method for the Fokker-Planck Equation

Abstract: Universal difference quotient representations are introduced for the exact self-sameness principles (SSP) as rules for rates of change introduced in [Clemence-Mkhope, D.P (2021, Preprint). The Exact Spectral Derivative Discretization Finite Difference (ESDDFD) Method for Wave Models. arXiv]. Properties are presented for the fundamental rule, a generalized derivative representation which is shown to yield some known non-integer derivatives as limit cases of such natural derivative measures; this is shown for some local derivatives of conformable, fractional, or fractal type and non-local derivatives of Caputo and Riemann-Liouville type. The SSP-inspired exact spectral derivative discretization finite difference method is presented for the Fokker-Planck non-fractional and time-fractional equations; the resulting discrete models recover exactly some known behaviors predicted for the processes modeled, such as the Gibbs-Boltzmann distribution and the Einstein-Stokes-Smoluchowski relation; new ones are predicted.