Numerical Solution of the Time-Fractional Fokker--Planck Equation with General Forcing

DOI10.1137/15M1031734zbMath1404.65122arXiv1507.05706OpenAlexW2220122545MaRDI QIDQ2814456

William McLean, Kim Ngan Le, Kassem Mustapha

Publication date: 22 June 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05706

zbMATH Keywords

stabilityconvergencefinite elementsEuler methodtime-dependent forcingtime-fractional Fokker-Planck equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) 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) 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) Applications to the sciences (65Z05) Fractional partial differential equations (35R11) Integro-partial differential equations (35R09) Fokker-Planck equations (35Q84)

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