Fractional Fokker-Planck equation

By using the definition of the characteristic function and Kramers-Moyal Forward expansion, one can obtain the Fractional Fokker-Planck Equation (FFPE) in the domain of fractal time evolution with a critical exponent alpha (0 < alpha less than or equal to 1). Two different classes of fractional differential operators, Liouviile-Riemann (L-R) and Nishimoto (N) are used to represent the fractal differential operators in time. By applying the technique of eigenfunction expansion to get the solution of FFPE, one finds that the time part of eigenfunction expansion in terms of LR represents the waiting time density Psi(t), which gives the relation between fractal time evolution and the theory of continuous time random walk (CTRW). From the principle of maximum entropy, the structure of the distribution function can be known. (C) 2000 Elsevier Science Ltd. All rights reserved.