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Article

Boundary value problems of fractional Fokker–Planck equations

Computers & Mathematics with Applications. 2017. Vol. 73. No. 6. P. 959-969.
Aleroev T. S., Aleroeva H. T., Huang J., Tamm M., Tang Y., Zhao Y.

This paper is devoted to solving boundary value problems for important fractional differential equations of the Fokker–Planck family, in particular, to studying fractional differential equation for advection–dispersion. The consideration is carried out by the separation of variables (the Fourier method). Most part of this paper is devoted to justification of this method, to proof of a basis of the system of eigenfunctions for the basic equation (Aleroev et al., 2015) for modeling the random walk of a point particle which starts to move at the origin of coordinates in t=0 on a self-similar fractal set.