Numerical algorithm for the space-time fractional Fokker-Planck system with two internal states

DOI10.1007/s00211-020-01148-6zbMath1451.65152arXiv1906.03020OpenAlexW3087945395MaRDI QIDQ2209527

Weihua Deng, Daxin Nie, Jing Sun

Publication date: 2 November 2020

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.03020

zbMATH Keywords

fractional LaplacianFokker-Planck systemfractional Fokker-Planck system

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Related Items (5)

Local discontinuous Galerkin method for the fractional diffusion equation with integral fractional Laplacian ⋮ Numerical approximations for the fractional Fokker-Planck equation with two-scale diffusion ⋮ Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance ⋮ A bilateral preconditioning for an L2-type all-at-once system from time-space non-local evolution equations with a weakly singular kernel ⋮ Jacobian spectral collocation method for spatio-temporal coupled Fokker-Planck equation with variable-order fractional derivative

Uses Software

• FODE

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