Implicit numerical approximation scheme for the fractional Fokker-Planck equation
The authors develop a numerical method for the approximation in a bounded domain of the fractional Fokker-Planck equation describing an anomalous subdiffusion process. Stability and convergence of the numerical method are analyzed, together with examples.
Riemann-Liouville fractional integral operator
scientific article; zbMATH DE number 5726761
scientific article