Finite difference scheme for the time-fractional Fokker–Planck equation with time- and space-dependent forcing

DOI10.1080/00207160.2018.1461214zbMath1499.65448OpenAlexW2795838934MaRDI QIDQ5031786

Shuqing Yan, Ming Rong Cui

Publication date: 16 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2018.1461214

zbMATH Keywords

fractionalstabilityconvergenceFokker-Planck equationfinite-difference schemetime- and space-dependent forcing

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite difference methods for boundary value problems involving PDEs (65N06) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (2)

Numerical solution of fractional partial differential equations by using radial basis functions combined with Legendre wavelets ⋮ Solution of the Liouville–Caputo time- and Riesz space-fractional Fokker–Planck equation via radial basis functions

Uses Software

• FODE

Cites Work

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