Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution

DOI10.1088/1751-8121/aba654OpenAlexW3042671472MaRDI QIDQ5870669

Yong Xu, Ralf Metzler, Wanrong Zan, Juergen Kurths, Aleksei V. Chechkin

Publication date: 23 January 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8121/aba654

zbMATH Keywords

finite difference methodMonte Carlo simulationGaussian white noisestochastic difference equationfractional Fokker-Planck-Kolmogorov equation\(\alpha\)-stable Lévy white noise

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Related Items (5)

Chimera states in coupled Hindmarsh-Rose neurons with \(\alpha\)-stable noise ⋮ 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency ⋮ Adaptive deep density approximation for fractional Fokker-Planck equations ⋮ Dynamical behavior of a nonlocal Fokker–Planck equation for a stochastic system with tempered stable noise ⋮ Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise

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