Analytical approach to Fokker-Planck equation with space- and time-fractional derivatives by means of the homotopy perturbation method

In this study, we present numerical solutions for the space- and time-fractional Fokker-Planck equation using the homotopy perturbation method (HPM). The fractional derivatives are described in the Caputo sense. The methods give an analytic solution in the form of a convergent series with easily computable components, requiring no linearization or small perturbation. Some examples are given and comparisons are made, the comparisons show that the homotopy perturbation method is very effective and convenient and overcome the difficulty of traditional methods. The numerical results show that the approaches are easy to implement and accurate when applied to space- and time-fractional Fokker-Planck equations. The methods introduce a promising tool for solving many space-time fractional partial differential equations. © 2010.