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Numerical Method for the Time Fractional Fokker-Planck Equation

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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