Numerical Method for The Time Fractional Fokker-Planck Equation

DOI10.4208/aamm.12-12S13zbMath1262.65087OpenAlexW2331540625MaRDI QIDQ4919326

Jiang-Li Fu, Hu Huang, Xuenian Cao

Publication date: 8 May 2013

Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/aamm.12-12s13

zbMATH Keywords

stabilitytruncation errorfractional Fokker-Planck equationRiemann-Liouville fractional derivative

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite difference and finite volume methods for ordinary differential equations (65L12) Fractional ordinary differential equations (34A08)

Related Items (12)

Finite difference scheme for the time-fractional Fokker–Planck equation with time- and space-dependent forcing ⋮ A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation ⋮ A Semidiscrete Finite Element Approximation of a Time-Fractional Fokker--Planck Equation with NonSmooth Initial Data ⋮ Numerical solutions for solving model time‐fractional<scp>Fokker–Planck</scp>equation ⋮ A monotone finite volume method for time fractional Fokker-Planck equations ⋮ Fully Finite Element Adaptive AMG Method for Time-Space Caputo-Riesz Fractional Diffusion Equations ⋮ Parallel-in-time multigrid for space-time finite element approximations of two-dimensional space-fractional diffusion equations ⋮ Finite volume methods for \(N\)-dimensional time fractional Fokker-Planck equations ⋮ Numerical Solution of the Time-Fractional Fokker--Planck Equation with General Forcing ⋮ A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes ⋮ A Space-Time Petrov-Galerkin Spectral Method for Time Fractional Fokker-Planck Equation with Nonsmooth Solution ⋮ Solution of the Liouville–Caputo time- and Riesz space-fractional Fokker–Planck equation via radial basis functions

Uses Software

• FODE

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