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 - <p style="text-align: justify;">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.</p>