Implicit numerical approximation scheme for the fractional Fokker-Planck equation

DOI10.1016/j.amc.2010.03.024zbMath1196.82101OpenAlexW2064301689MaRDI QIDQ979286

Lin-Zhang Lu, Chunhong Wu

Publication date: 25 June 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.03.024

zbMATH Keywords

stabilityconvergencenumerical methodfractional Fokker-Planck equationRiemann-Liouville fractional integral operatorsubdiffusion

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (3)

A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation ⋮ A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations ⋮ Numerical methods for fractional partial differential equations

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