Numerical Method for the Time Fractional Fokker-Planck Equation
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@Article{AAMM-4-848,
author = {Cao , Xue-NianFu , Jiang-Li and Huang , Hu},
title = {Numerical Method for the Time Fractional Fokker-Planck Equation},
journal = {Advances in Applied Mathematics and Mechanics},
year = {2012},
volume = {4},
number = {6},
pages = {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.
}, issn = {2075-1354}, doi = {https://doi.org/10.4208/aamm.12-12S13}, url = {http://global-sci.org/intro/article_detail/aamm/153.html} }
TY - JOUR
T1 - Numerical Method for the Time Fractional Fokker-Planck Equation
AU - Cao , Xue-Nian
AU - Fu , Jiang-Li
AU - Huang , Hu
JO - Advances in Applied Mathematics and Mechanics
VL - 6
SP - 848
EP - 863
PY - 2012
DA - 2012/12
SN - 4
DO - http://doi.org/10.4208/aamm.12-12S13
UR - https://global-sci.org/intro/article_detail/aamm/153.html
KW - Fractional Fokker-Planck equation, Riemann-Liouville fractional derivative, truncation error, stability.
AB -
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.
Xue-Nian Cao, Jiang-Li Fu & Hu Huang. (1970). Numerical Method for the Time Fractional Fokker-Planck Equation.
Advances in Applied Mathematics and Mechanics. 4 (6).
848-863.
doi:10.4208/aamm.12-12S13
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