Group analysis and exact solutions of the time fractional Fokker–Planck equation

Abstract

In this paper, the Lie symmetry analysis method is extended to deal with the nonlinear time fractional Fokker–Planck (FP) equation with Riemann–Liouville derivative. The Erdélyi–Kober fractional derivative which is depending on a parameter α, is used for the reduction of FP equation. Symmetry reduction is provided and some exact analytic solutions to the time fractional FP equation are investigated by virtue of the reduction method introduced by M.C. Nucci.