Fokker–Planck equation on fractal curves

Abstract

A Fokker–Planck equation on fractal curves is obtained, starting from Chapmann–Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on fractal curves. As an important special case, the diffusion and drift coefficients are obtained, for a suitable transition probability to get the diffusion equation on fractal curves. This equation is of first order in time, and, in space variable it involves derivatives of order α, α being the dimension of the curve. An exact solution of this equation with localized initial condition shows departure from ordinary diffusive behavior due to underlying fractal space in which diffusion is taking place and manifests a subdiffusive behavior. We further point out that the dimension of the fractal path can be estimated from the distribution function.