A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation

DOI10.1016/j.apm.2014.07.029zbMath1432.65122OpenAlexW2058418165MaRDI QIDQ2337542

YingJun Jiang

Publication date: 20 November 2019

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2014.07.029

zbMATH Keywords

finite difference methodsmonotone convergencetime fractional Fokker-Planck equations

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Fractional partial differential equations (35R11)

Related Items

An efficient high-order numerical algorithm for the time fractional Fokker–Planck equations ⋮ Finite difference scheme for the time-fractional Fokker–Planck equation with time- and space-dependent forcing ⋮ A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations ⋮ A Semidiscrete Finite Element Approximation of a Time-Fractional Fokker--Planck Equation with NonSmooth Initial Data ⋮ A monotone finite volume method for time fractional Fokker-Planck equations ⋮ A computational technique for solving the time‐fractional Fokker‐Planck equation ⋮ A transformed \(L1\) Legendre-Galerkin spectral method for time fractional Fokker-Planck equations ⋮ Spectral collocation methods for nonlinear coupled time fractional Nernst-Planck equations in two dimensions and its convergence analysis ⋮ FINITE DIFFERENCE/<i>H</i>¹-GALERKIN MFE PROCEDURE FOR A FRACTIONAL WATER WAVE MODEL ⋮ Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods ⋮ Meshless RBFs method for numerical solutions of two-dimensional high order fractional Sobolev equations ⋮ A spline collocation method for a fractional mobile-immobile equation with variable coefficients ⋮ Finite volume methods for \(N\)-dimensional time fractional Fokker-Planck equations ⋮ The finite volume scheme preserving maximum principle for two-dimensional time-fractional Fokker-Planck equations on distorted meshes ⋮ Numerical Solution of the Time-Fractional Fokker--Planck Equation with General Forcing ⋮ Solving Fokker-Planck equation using deep learning ⋮ A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes ⋮ A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients

Uses Software

• FODE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Moving finite element methods for time fractional partial differential equations
• An improved monotone finite volume scheme for diffusion equation on polygonal meshes
• High-order finite element methods for time-fractional partial differential equations
• Piecewise-linear, discontinuous Galerkin method for a fractional diffusion equation
• Finite difference approximations for the fractional Fokker-Planck equation
• Convergence analysis of a discontinuous Galerkin method for a sub-diffusion equation
• Remarks on fractional derivatives
• Finite difference/spectral approximations for the time-fractional diffusion equation
• Numerical algorithm for the time fractional Fokker-Planck equation
• Stability and convergence of an implicit numerical method for the non-linear fractional reaction-subdiffusion process
• A Space-Time Spectral Method for the Time Fractional Diffusion Equation
• New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
• FINITE DIFFERENCE METHODS FOR FRACTIONAL DIFFERENTIAL EQUATIONS
• Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
• The Use of Finite Difference/Element Approaches for Solving the Time-Fractional Subdiffusion Equation
• Lévy meets Boltzmann: strange initial conditions for Brownian and fractional Fokker-Planck equations

This page was built for publication: A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation