Asia Pacific Journal of Engineering Science and Technology 1 (1) (2015) 34-47

Asia Pacific Journal of Engineering Science and Technology

journal homepage: www.apjest.com

Full length article

An approximate analytical solution description of time-fractional order

Fokker-Planck equation by using FRDTM
Neeraj Dhimana*, Anand Chauhanb
a

Department of Mathematics, Graphic Era Hill University, Dehradun-248001, India

Department of Mathematics, Graphic Era University, Dehradun-248001, India

(Received: 25 December 2015; accepted 29 December 2015; published online 30 December 2015)

ABSTRACT
The fractional Fokker-Plank equation paid much more attention by researchers due to its
wide range of applications in several areas of sciences and engineering. In this article, our main
motto is to present a new approximate solution of time-fractional FPE by means of a new semianalytical approach called fractional reduced differential transform method (FRDTM), with
appropriate initial condition. In FRDTM, fractional derivative is considered in the Caputo sense.
The validity and efficiency of FRDTM is illustrated by considering three numeric experiments.
The solutions behavior and the effects of different values of fractional order are depicted
graphically.
Keywords: Fokker-Planck equation; FRDTM; Caputo time derivative; exact solution

1. Introduction
In the recent years, fractional calculus theory gained a great attention in both sciences and
engineering [1-10] due to its application to model many real world problems and fractional
dynamical systems, e.g., in earthquake modeling, measurement of viscoelastic material
properties, the traffic flow model, fluid flow model with fractional derivatives etc. The fractional
order system equation being converges to the integer order equation, have also paid more
attention to the researchers. Risken [11] have first time described the Brownian motion of
particles by mean of Fokker-Planck equations (FPE) as one of dynamical equation. The simplest
FPE equation for the motion of a small particle of mass m immersed in a fluid of temperature T
is given as
*

E-mail address: neeraj.dhiman1@gmail.com

2015 Author(s)

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

Dt1u Dv1 (vu ) KT m Dv2u,

(1)

u 2
2u
, Dv u 2 ; and u x, t and v are the distribution function and the velocity for
t
v
the Brownian motion of the particle, respectively, K denotes the Boltzmanns constant and

where Dt1u

the fraction constant. The forward Kolmogorov equation, a more general form of FPE (1),
representing the motion for the distribution function u x, t , can be expressed as

Dt1u Dx1 A x Dx2 B x u, x I , t 0

(2)

subject to the initial condition

u x,0 x , x I , where I (a, b) and is known function and A x denotes the drift
coefficient while B x 0 the diffusion coefficient. These coefficients may be function of time t
, that is,

Dt1u Dx1 A x, t Dx2 B x, t u.

(3)

It is clear that Eq. (1) is a special case of (3), when A x, t is linear in x and B x, t is
constant. Risken [11] has introduced a similar partial differential equation, a more general form
of FPE, called Backward Kolmogorov equation is given by

Dt1u A x, t Dx1 B x, t Dx2 u,

(4)

The nonlinear time-fractional Fokker-Planck equations of order (0 1) is expressed as

Dt u D1x A x, t , u Dx2 B x, t , u u.

(5)

Eq. (5) is reduced to the most general form classical nonlinear FPE when 1 . The FPE have its
wide range of applications in several areas such as solid-state physics, theoretical biology, circuit
theory, quantum theory, chemical physics, neurosciences, nonlinear hydrodynamics, polymer
physics, laser physics, engineering, pattern formation, psychology and marketing and so on (see
[12] and the references therein). The most important role of FPE is in describing the system
dynamics [1326], e.g. the dynamics of energy cascade in turbulence [13], the population
dynamics [14], the fission dynamics [15] the chaotic universe dynamics [16], the fatigue crack
growth dynamics [17], the Langevin approach for microscopic dynamics [18], the dynamics of
distributions of heavy quarks [19], financial returns [20], the electron dynamics of plasmas and
semiconductors [21], the spin relaxation dynamics [22], the critical dynamics [23], and the fiber
dynamics [24] had been investigated by using the Fokker-Planck equation, see [25, 26] and the
references therein. The fractional diffusion equations got their attention among the researchers
due to its arising in the modeling of anomalous diffusive and sub-diffusive systems, continuous
time random walks, unification of diffusion and wave propagation phenomenon and so on [27].
The fractional FPE have been intensively studied by several researchers in [28-42] due to their
broad applications.

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

The numeric and analytical solutions of FPE have been intensively studied since the work
of Risken [11], and the various approaches have been developed for getting the analytic [43-47]
and numeric [47-50] solution of FPE. Some of these schemes are moving finite element method
[43], differential transform method (DTM) [44], variational iteration method (VIM) and
homotopy-perturbation methods (HPM) [45], Adomian decomposition method (ADM) [46],
cubic B-spline method [47] and so on.
The fractional order FPE has been solved analytically by means of iterative Laplace
Transform method [27], homotopy perturbation method (HPM) [28], finite element method [39]
and homotopy perturbation transform method (HPTM) [41], for more schemes, see [28-42] and
references therein. The major drawback of these approaches is that they require a very
complicated and huge calculation. The fractional reduced differential transform method
(FRDTM) is proposed by Keskin and Oturanc [51] to overcome from such type of drawbacks.
This FRDTM is very easy to implement as it takes small size of computation contrary to the
other numerical methods, in the literature. The method is very reliable, effective and efficient
powerful approach applicable to a wide range of problems arising in sciences and engineering,
see [52-54]. In this paper, our main motto is to develop a new approximate analytical solutions
approach for nonlinear time-fractional Fokker-Planck equations of order (0 1) by means
of FRDTM, in the series form converges to the exact solution rapidly.
The rest of the paper is organized as follows: in Section 2, we revisit some basic
preliminaries and notations based on fractional calculus theory while Section 3 is the basics of
FRDTM which are used for further study. In Section 4, three test problems of time-fractional
homogenous and non-homogeneous fractional Fokker Planck equations are presented. The
comparison is made with the exact solutions available, in the literature. The concluding remarks
are presented in Section 5.
2. Fractional Calculus Theory
The basic preliminaries are revisited in this section which we use in this paper. Among
several results based on fractional integrals and derivatives proposed, in the literature, we
consider the first major contribution to give a proper and most meaningful result proposed by
Liouville [3].
Definition 2.1 A real valued function f x , x>0 is said to be in the space C ,

if there

q
exists a real number q > such that f x =x g x , where g x C[0,) , and is said to be in
m
m
the space C if f C , m

Definition 2.2 Let f

defined by

. Riemann-Liouville fractional integral operator [2] of order 0 is

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

x

1
1
J
f
x
=

x-t f t dt, 0, x 0,
x

J 0 f x =f x .
x

(6)

In his work, Caputo and Mainardi [2] proposed a modified fractional differentiation operator Dx
on the theory of visco-elasticity to overcome the discrepancy of Riemann-Liouville derivative [3]
while modeling the real world problems using the fractional differential equations. They further,
demonstrated that their proposed Caputo fractional derivative allow the utilization of initial and
boundary conditions involving integer order derivatives, is a straightforward physical
interpretations.
Definition 2.3 The fractional derivative of f x , in the Caputo sense [2] is defined as
Dx f x =J

m
x

1
m 1 m
D f x
f t dt,
x-t

m 0
m
x

(7)

for m 1 m, m , x 0, f Cm1 . The basic properties of the Caputo fractional derivative

can be given by the following
m
and f C , -1 , then we have

Lemma 2.1 If m 1 m, m

Dx J x f x =f x , x>0,

k
m

k x
J
D
f
x
=
f
x

f
0
k !, x>0,
x x
k 0

(8)

In the present work, the Caputo fractional derivative is considered because it allows the
traditional initial and boundary conditions to be included in the formulation of the physical
problems, for further important characteristics of fractional derivatives, see [1-10].
3. The Basic Idea of FRDTM
In this section, the basic properties of the fractional reduced differential transform
method are described. Let x, t be a function of two variables, which can be represented as a
product of two single-variable functions, that is x, t f x g t . Using the properties of the
one-dimensional

differential

i 0

j 0

transform

(DT)

method,

x, t

can

be

written

as

x, t f i xi g j t j i, j xit j ,
i 0 j 0

(9)

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

where i, j f i g j is referred to as the spectrum of x, t .

Let RD and RD1 denotes operators for fractional reduced differential transform (FRDT)
and inverse FRDT, respectively. The basic definition and properties of the FRDTM is described
below.
Lemma 3.1 If x, t is analytic and continuously differentiable with respect to space variable x
and time variable t in the domain of interest, then the t -dimensional spectrum is given by
1
Dtk x, t ,
k ( x)
t t0
k 1

(10)

is referred as the FRDT of , where the parameter describes the order of time-fractional
derivative. Throughout the paper, lowercase ( x, t ) is used for the original function while its
fractional reduced transformed function is represented by the uppercase x .
The inverse FRDT of k x is defined as

x, t : k x t t0 .
k

(11)

k 0

Using Eq. (10) and (11), the following results can be obtained

1
k
Dtk x, t t t0 .
x, t
t

t
0
k 0 k 1

(12)

In particular, for t0 0 , Eq. (12) reduces to

Dtk x, t t k .
t 0
k 0 k 1

x, t

(13)

This shows that FRDTM is a special case of the power series expansion of a function.
Let us suppose u x, t and v x, t be any functions such that u x, t RD1 U k x ,

v x, t RD1 Vk x and the convolution denotes the fractional reduced differential

transform version of the multiplication, then the fundamental properties of the FRDT have been

presented in Table 1, where denotes the gamma function defined by z : et t z 1dt , z

0

is the continuous extension to the factorial function, and the function is defined by
1 if k 0
(k ) :
.
0 otherwise
Table 1: Basic properties of the FRDTM

Original Function

f x, t

Fractional
Function

Reduced

RD f ( x, t ) Fk x

Differential

Transformed

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N. Dhiman, A. Chauhan

u x, t v x, t

Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

U k x Vk x U r x Vk r x
r 0

a1u x, t a2v x, t

a1U k x a2Vk x

x mt nu x, t

x mU k n x , if k n

0,
else.

1 (k N )
UkN x
1 k

DtN u x, t
Dxl u x, t

DxlU k x

xm

x m (k )

et

k
k!

Definition 3.2 The Mittag-Leffler function E ( z ) with 0 is defined by the following series
representation, is valid in the whole complex plane

zk
(14)
E z :
k 0 1 k
which is an advanced form of exp z , in particular, exp z lim E z .
1

4. Numerical Computations
In this section, we describe the method explained in the Section 2 using the following
three examples of the time fractional Fokker-Planck equation (FPE) to validate the efficiency
and reliability of the FRDTM.
Example 4.1: Consider the following time fractional order Fokker-Planck equation [29, 42]

x 2u
Dt u Dx xu Dx2
, x, t 0, 0 1
2

subject to the initial condition

u x,0 x.

(15)

(16)

Applying the RDTM to Eq. (15), we obtain the following recurrence relation

k 1

2 x 2u
U k 1 x RD Dx xu RD Dx
.
k 1
2
Using the RDTM to the initial condition (16), we obtain the expression

U 0 x x.

(17)

(18)

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

Using Eq. (18) into Eq. (17), we get the following U k x values successively
U1 x

x
x
x
, U2 x
,...,U k x
,...
1
1 2
1 k

(19)

Using the differential inverse reduced transform of U k x , we have

u x , t U 0 x U k x t k
k 1

k
t =xE t ,
1
x

t =x

k 0 1 k
k 0 1 k

(20)

where E t is the well known Mittag-leffler function. It is noticed that solution (20) is in full
agreement with the solutions obtained by HPM [29] and HPTM [42]. In particular, for 1 in
Eq. (15), we get

u x, t xet ,

(21)

which is the exact solution for the Fokker-Planck Eq. (15) with 1 .

Fig. 1. Comparison between FRDTM solution and exact solution of Example 4.1 for 1, t 1 .

Fig. 2. Comparison between (a) exact solution and (b) approx. FRDTM solution of Example 4.1 for 1, t 1 .

41

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

Fig. 3. Physical behavior of approximate FRDTM solution u ( x, t ) of Example 4.1 vs. x at t 1 (left) and vs.

t at x 1 (right) for different values of .

Fig. 1 shows the comparison between the exact solution and approx. FRDTM solution
while Fig. 2 shows the comparison between the surface (a) exact solution and (b) approx.
FRDTM solution of Example 4.1. It is clearly seen from Fig. 1 and Fig. 2 that the solution
obtained by FRDTM is identical with the exact solution for classical Foker-Plank Eq. (14).
Fig. 3 shows the physical behavior of the approximate FRDTM solution for different fraction
Brownian motion 0.6, 0.7, 0.8, 0.9 vs. x at t 1 and vs. t at x 1 respectively of Example 4.1.
Example 4.2: Consider the following time fractional order Fokker-Planck equation [29, 42]:
2
xu
2 x u
Dt u Dx Dx
, x, t 0, 0 1,
6
12

(22)

under the initial condition

u x,0 x 2 .

(23)

Applying the RDTM to Eq. (22), we obtain the following recurrence relation

k 1
k 1

x 2u
xu
U k 1 x RD Dx RD Dx2
.
6
12

(24)

Using the RDTM in Eq. (23), we obtain the expression

U 0 x x2 .

(25)

Using Eq. (25) into Eq. (24), we get the following U k x values successively
U1 x

x2
x2
x2
, U2 x 2
,...,U k x k
,...
2 1
2 1 2
2 1 k

(26)

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Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

Using the differential inverse reduced transform of U k x , we have

u x, t U k x t
k 0

U 0 x U k x t
k 1

2
=x 2 E t
=x k

k 0 2 1 k
2

t
1
x

k 0 1 k 2

(27)

The same exact solution was obtained by HPM [29] and HPTM [42]. In particular, for 1 in
Eq. (22), we get
u x, t x 2 e 2 ,
t

(28)

which is the exact solution for the classical Fokker-Planck Eq. (22) with 1 .

Fig. 4. Comparison between exact solutions and FRDTM solutions of Example 4.2 for 1, t 1 .

Fig. 5. Comparison between Exact solution (a) and approx. FRDTM solution (b) for 1, t 1 , Example 4.2.

43

N. Dhiman, A. Chauhan

Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

Fig. 6 Physical characteristics of approximate FRDTM solution u ( x, t ) of Example 4.2 vs. x at t 1 (left) and vs.

t at x 1 (right) for different values of .

Fig. 4 depicts the comparison between the exact solution and approx. FRDTM solution
for while Fig. 5 shows the comparison between the surface of (a) exact solution and (b) approx.
FRDTM solution of Example 4.2. Fig. 4 and Fig. 5 show that FRDTM solution is identical with
the exact solution of (21) when 1 . Fig. 6 depicts the physical characteristics of the
approximate FRDTM solution for different fraction Brownian motion 0.6, 0.7, 0.8, 0.9 vs.

x at t 1 and vs. t at x 1 , respectively of Example 4.2.

Example 4.3: Consider the following nonlinear time fractional Fokker-Planck equation [29, 42]

4u 2 xu
Dt u Dx
Dx2 u 2 , x, t 0, 0 1
3
x
subject to the initial condition

u x,0 x 2 .

(29)

(30)

Applying the RDTM to Eq. (29), we obtain the following recurrence relation

k 1

4u 2 xu
U k 1 x RD Dx
RD Dx2 u 2 .
k 1
3
x
Using the RDTM to the initial condition (30), we obtain the expression

U 0 x x2 .

(31)

(32)

Using Eq. (32) into Eq. (31), we get the following U k x values successively
U1 x

x2
x2
x2
, U2 x
,...,U k x
,...
1
1 2
1 k

Using the differential inverse reduced transform of U k x , we have

(33)

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N. Dhiman, A. Chauhan

Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

k
1
u x, t U k x t k U 0 x U k x t k x 2
t
k 0
k 1
k 0 1 k

(34)
t k
2

=x E t .
=x

k 0 1 k

which is exactly the same as obtained in [29] using HPM, and in [42] using HPTM. In particular,
for 1 in Eq. (29), we get
2

u x, t x 2 e t ,

(35)

which is the exact solution for the classical Fokker-Planck Eq. (29) with 1 .

Fig. 7. Comparison between exact solutions and FRDTM solutions of Example 4.3 for 1, t 1 .

Fig. 8. Comparison between Exact solution (a) and approx. FRDTM solution (b) for 1, t 1 , Example 4.3.

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N. Dhiman, A. Chauhan

Asia Pacific J. Eng. Sci. Tech. 1 (1) (2015) 34-47

Fig. 9. Physical signature of approximate FRDTM solution u ( x, t ) of Example 4.3 vs. x at t 1 (left) and vs.

t at x 1 (right) for different values of

Fig. 7 shows the comparison between the exact solution and approx. FRDTM solution
whereas Fig. 8 depicts the comparison between the surface of (a) exact solution and (b) approx.
FRDTM solution of Example 4.3. It evident from Fig. 7 and Fig. 8 that FRDTM solution is
identical with the exact solution for classical FPE (28). Fig. 9 shows the physical signature of the
approximate FRDTM solution for different fraction Brownian motion 0.6, 0.7, 0.8, 0.9 vs.

x at t 1 and vs. t at x 1 respectively of Example 4.3.

5. Conclusions
In this article, a new approximate solution of time-fractional FPE arising in several
physical dynamical systems has been obtained by means of FRDTM with appropriate initial
condition. The proposed approximate solutions of time-fractional FPE are obtained in terms of a
power series, without using any kind of discretization, perturbation, or any other restrictive
condition, etc. The validity and efficiency of FRDTM is illustrated by considering three numeric
experiments. This method is very powerful analytical approach which can be easily applicable to
broad classes of real world problems arising in physical dynamical systems and engineering.
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