| Exact Solutions of Time-Fractional Fokker-Plank Equation In Stochastic Analysis Via Lie Symmetry Method |
| کد مقاله : 1020-FEMATH5-FULL |
| نویسندگان: |
|
آزاده نادری فرد *1، رضا حجازی2، الهام دسترنج2 1a.naderifard1384@gmail.com 2Department of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran. |
| چکیده مقاله: |
| Abstract: Fractional partial differential equations (FDEs) are developed as an exciting and one of suitable tools for analysing various models in science, for example engineering, dynamics, thermodynamics, economics and etc. Therefor, by considering applications of fractional calculus, solving equations in the fractional differential range is very important. FDE equations are more general than PDEs, but unlike PDEs there are not well-defined method to analyze systematically for FDEs, However there are several numerical methods to solve FDEs. It is necessary to mention that Lie groups method is analytical manner to solve PDEs and can be used for FDEs. In general, concerning Lie groups can be used to reduce the order of equations or finding out the exact solutions of equations. In this paper, we obtain Lie point symmetries of the time-fractional Fokker Plank equation of Ornstein-Uhlenbeck process, based on the Caputo derivative. The associated vector fields are introduced to derive the similarity reductions of the equation.Finally, some exact solutions are provided by means of subspace method. |
| کلیدواژه ها: |
| Fokker Plank equation; Caputo derivative; Lie point symmetry; subspace method. |
| وضعیت : مقاله برای ارائه شفاهی پذیرفته شده است |