Volume 4, Issue 6
Numerical Method for the Time Fractional Fokker-Planck Equation

Xue-Nian Cao, Jiang-Li Fu & Hu Huang

Adv. Appl. Math. Mech., 4 (2012), pp. 848-863.

Published online: 2012-12

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  • 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.

  • Keywords

Fractional Fokker-Planck equation Riemann-Liouville fractional derivative truncation error stability

  • AMS Subject Headings

34A08 26A33 65L12 65L20

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{AAMM-4-848, author = {Xue-Nian Cao, Jiang-Li Fu and Hu Huang}, 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 - Xue-Nian Cao, Jiang-Li Fu & Hu Huang 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 KW - Riemann-Liouville fractional derivative KW - truncation error KW - 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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