A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space

DOI10.2478/s11533-011-0105-0zbMath1254.65014MaRDI QIDQ432233

Guang-hua Gao, Zhi-zhong Sun

Publication date: 3 July 2012

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s11533-011-0105-0

zbMATH Keywords

stability; convergence; finite difference scheme; boundary condition; fractional Klein-Kramers equation

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65C30: Numerical solutions to stochastic differential and integral equations

35R11: Fractional partial differential equations