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Volume 17, Issue 3
Fourier Convergence Analysis for a Fokker-Planck Equation of Tempered Fractional Langevin-Brownian Motion

Maoping Wang & Weihua Deng

Numer. Math. Theor. Meth. Appl., 17 (2024), pp. 751-776.

Published online: 2024-08

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  • Abstract

Fourier stability analysis works well and is popular for the finite difference schemes of the linear partial differential equations. However, there are less works on the Fourier convergence analysis, and many of the existing ones require unreasonable assumptions. After removing the assumptions, we provide rigorous Fourier convergence analyses for the equation with one time fractional derivative in our previous work. In the current work, by using different ideas, we propose the rigorous Fourier convergence analyses for the equation with several time fractional derivatives, i.e., the Fokker-Planck equation of tempered fractional Langevin-Brownian motion, still without the strong assumptions. The numerical experiments are performed to confirm the theoretical results.

  • AMS Subject Headings

35R11, 65M06

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{NMTMA-17-751, author = {Wang , Maoping and Deng , Weihua}, title = {Fourier Convergence Analysis for a Fokker-Planck Equation of Tempered Fractional Langevin-Brownian Motion}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2024}, volume = {17}, number = {3}, pages = {751--776}, abstract = {

Fourier stability analysis works well and is popular for the finite difference schemes of the linear partial differential equations. However, there are less works on the Fourier convergence analysis, and many of the existing ones require unreasonable assumptions. After removing the assumptions, we provide rigorous Fourier convergence analyses for the equation with one time fractional derivative in our previous work. In the current work, by using different ideas, we propose the rigorous Fourier convergence analyses for the equation with several time fractional derivatives, i.e., the Fokker-Planck equation of tempered fractional Langevin-Brownian motion, still without the strong assumptions. The numerical experiments are performed to confirm the theoretical results.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.OA-2023-0137}, url = {http://global-sci.org/intro/article_detail/nmtma/23373.html} }
TY - JOUR T1 - Fourier Convergence Analysis for a Fokker-Planck Equation of Tempered Fractional Langevin-Brownian Motion AU - Wang , Maoping AU - Deng , Weihua JO - Numerical Mathematics: Theory, Methods and Applications VL - 3 SP - 751 EP - 776 PY - 2024 DA - 2024/08 SN - 17 DO - http://doi.org/10.4208/nmtma.OA-2023-0137 UR - https://global-sci.org/intro/article_detail/nmtma/23373.html KW - Time-fractional Fokker-Planck model, L1-scheme, stability, Fourier convergence analysis. AB -

Fourier stability analysis works well and is popular for the finite difference schemes of the linear partial differential equations. However, there are less works on the Fourier convergence analysis, and many of the existing ones require unreasonable assumptions. After removing the assumptions, we provide rigorous Fourier convergence analyses for the equation with one time fractional derivative in our previous work. In the current work, by using different ideas, we propose the rigorous Fourier convergence analyses for the equation with several time fractional derivatives, i.e., the Fokker-Planck equation of tempered fractional Langevin-Brownian motion, still without the strong assumptions. The numerical experiments are performed to confirm the theoretical results.

Wang , Maoping and Deng , Weihua. (2024). Fourier Convergence Analysis for a Fokker-Planck Equation of Tempered Fractional Langevin-Brownian Motion. Numerical Mathematics: Theory, Methods and Applications. 17 (3). 751-776. doi:10.4208/nmtma.OA-2023-0137
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