Numerical Method for The Time Fractional Fokker-Planck Equation-Reference-Cited by-同舟云学术

Numerical Method for The Time Fractional Fokker-Planck Equation

Published:2012-12 Issue:06 Volume:4 Page:848-863
ISSN:2070-0733
Container-title:Advances in Applied Mathematics and Mechanics
language:en
Short-container-title:Adv. Appl. Math. Mech.

Author:

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

Abstract

AbstractIn 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.

Publisher

Global Science Press

Subject

Applied Mathematics,Mechanical Engineering

Reference14 articles.

1. Finite Difference/Element Method for a Two-Dimensional Modified Fractional Diffusion Equation

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