Numerical Method for the Time Fractional Fokker-Planck Equation
Year: 2012
Author: Xue-Nian Cao, Jiang-Li Fu, Hu Huang
Advances in Applied Mathematics and Mechanics, Vol. 4 (2012), Iss. 6 : pp. 848–863
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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/aamm.12-12S13
Advances in Applied Mathematics and Mechanics, Vol. 4 (2012), Iss. 6 : pp. 848–863
Published online: 2012-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 16
Keywords: Fractional Fokker-Planck equation Riemann-Liouville fractional derivative truncation error stability.
Author Details
Xue-Nian Cao Email
Jiang-Li Fu Email
Hu Huang Email
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