Volume 4, Issue 6
Numerical Method for the Time Fractional Fokker-Planck Equation

Xue-Nian Cao ,  Jiang-Li Fu and Hu Huang

10.4208/aamm.12-12S13

Adv. Appl. Math. Mech., 4 (2012), pp. 848-863.

Preview Full PDF BiBTex 1 238
  • Abstract

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.

  • History

Published online: 2012-12

  • Cited by