The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the Levy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary in the long-time limit and it represents the Levy process with a simple scaling. The solution for the drift term in the form lambda sgn(x) possesses two different scales which correspond to the Levy indexes mu and mu+1 (mu < 1). The former component of the solution prevails at large distances but it diminishes with time for a given x. The fractional moments, as a function of time, are calculated. They rise with time and the rate of this growth increases with lambda.
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Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R China
Quanzhou Normal Univ, Dept Math, Quanzhou 362000, Peoples R ChinaQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
Chen, S.
Liu, F.
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Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R ChinaQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
Liu, F.
Zhuang, P.
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Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R ChinaQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
Zhuang, P.
Anh, V.
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Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, AustraliaQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia