Implicit numerical approximation scheme for the fractional Fokker-Planck equation (Q979286)
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scientific article; zbMATH DE number 5726761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit numerical approximation scheme for the fractional Fokker-Planck equation |
scientific article; zbMATH DE number 5726761 |
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Implicit numerical approximation scheme for the fractional Fokker-Planck equation (English)
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25 June 2010
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The authors develop a numerical method for the approximation in a bounded domain of the fractional Fokker-Planck equation describing an anomalous subdiffusion process. Stability and convergence of the numerical method are analyzed, together with examples.
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fractional Fokker-Planck equation
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subdiffusion
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numerical method
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stability
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convergence
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Riemann-Liouville fractional integral operator
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