Analytical solution of space-time fractional Fokker Planck equations by generalized differential transform method

Abstract

In the present paper, we use generalized differential transform method (GDTM) to derive solutions of some linear and nonlinear space-time fractional Fokker–Planck equations (FPE) in closed form. The space and time fractional derivatives are considered in Caputo sense and the solutions are obtained in terms of Mittag-Leffler functions.

Keywords

• Caputo fractional derivative
• generalized differential transform method
• Mittag-Leffler function
• Fokker-Planck equation
• fractional differential equation