A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

DOI10.1137/140980545zbMath1320.82052OpenAlexW2063052480MaRDI QIDQ5254422

V. V. Anh, Fawang Liu, Min-Ling Zheng, Ian W. Turner

Publication date: 9 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/82700/10/82700a.pdf

zbMATH Keywords

spectral methodRiemann-Liouville fractional derivativeCaputo fractional derivativetime fractional Fokker-Planck equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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Uses Software

• FODE

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