Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion-Reference-Cited by-同舟云学术

Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion

Published:2019-09-12 Issue:1 Volume:85 Page:23-38
ISSN:1017-1398
Container-title:Numerical Algorithms
language:en
Short-container-title:Numer Algor

Author:

Liu Xing,Deng Weihua^ORCID

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s11075-019-00800-z.pdf

Reference29 articles.

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3. Chen, Y., Wang, X.D., Deng, W.H.: Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion. J. Stat. Phys. 169(1), 18–37 (2017)

4. Deng, W.H., Zhang, Z.J.: High Accuracy Algorithm for the Differential Equations Governing Anomalous Diffusion. World Scientific, Singapore (2019)

5. Deng, W.H., Li, B.Y., Tian, W.Y., Zhang, P.W.: Algorithm implementation and numerical analysis for the two-dimensional tempered fractional Laplacian. Multiscale Model Simul. 16(1), 125–149 (2018)

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