Numerical algorithms for the time-space tempered fractional Fokker-Planck equation

DOI10.1186/S13662-017-1317-9zbMath1422.65183OpenAlexW2751391435WikidataQ59524252 ScholiaQ59524252MaRDI QIDQ1629971

Shuiping Chen, Xiaorui Sun, Feng-Qun Zhao

Publication date: 7 December 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1317-9

zbMATH Keywords

stabilityconvergencedifference operatorsfractional central difference operatortempered fractional Fokker-Planck equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Difference operators (39A70) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (5)

Second-order numerical methods for the tempered fractional diffusion equations ⋮ A numerical algorithm for the Caputo tempered fractional advection-diffusion equation ⋮ High-order spectral collocation method using tempered fractional Sturm-Liouville eigenproblems ⋮ High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II. ⋮ High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I)

Uses Software

• FODE

Cites Work

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