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Fourier Convergence Analysis for Fokker-Planck Equation of Tempered Fractional Langevin-Brownian Motion and Nonlinear Time Fractional Diffusion Equation

Fourier Convergence Analysis for Fokker-Planck Equation of Tempered Fractional Langevin-Brownian Motion and Nonlinear Time Fractional Diffusion Equation

Year:    2025

Author:    Maoping Wang, Weihua Deng

International Journal of Numerical Analysis and Modeling, Vol. 22 (2025), Iss. 2 : pp. 268–306

Abstract

Fourier analysis works well for the finite difference schemes of the linear partial differential equations. However, the presence of nonlinear terms leads to the fact that the method cannot be applied directly to deal with nonlinear problems. In the current work, we introduce an effective approach to enable Fourier methods to effectively deal with nonlinear problems and elaborate on it in detail by rigorously proving that the difference scheme for two-dimensional nonlinear problem considered in this paper is strictly unconditionally stable and convergent. Further, some numerical experiments are performed to confirm the rates of convergence and the robustness of the numerical scheme.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/ijnam2025-1013

International Journal of Numerical Analysis and Modeling, Vol. 22 (2025), Iss. 2 : pp. 268–306

Published online:    2025-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    39

Keywords:    Time-fractional Fokker-Planck model L1 scheme Nonlinearity Fourier stability-convergence analysis.

Author Details

Maoping Wang

Weihua Deng