A second-order accurate numerical scheme for a time-fractional Fokker–Planck equation

DOI10.1093/imanum/drac031zbMath1529.65078arXiv2106.14146OpenAlexW3175431913MaRDI QIDQ6171579

Omar M. Knio, Olivier P. Le Maître, Kassem Mustapha

Publication date: 14 August 2023

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.14146

zbMATH Keywords

finite elementsgraded meshesstability and error analysistime discretizationsfractional Fokker-Planck

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) Mittag-Leffler functions and generalizations (33E12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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