Numerical algorithm for the time fractional Fokker-Planck equation

DOI10.1016/J.JCP.2007.09.015zbMath1388.35095OpenAlexW1982560116MaRDI QIDQ2465007

Weihua Deng

Publication date: 18 December 2007

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2007.09.015

zbMATH Keywords

Fokker-Planck equationmethod of linesnumerical stabilityCaputo derivativeRiemann-Liouville derivativesubdiffusionpredictor-corrector approachconvergent order

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Irreversible thermodynamics, including Onsager-Machlup theory (82B35) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (only showing first 100 items - show all)

An improved PC scheme for nonlinear fractional differential equations: error and stability analysis ⋮ Local discontinuous Galerkin methods with novel basis for fractional diffusion equations with non-smooth solutions ⋮ Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\) ⋮ Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations ⋮ Numerical simulation for the three-dimension fractional sub-diffusion equation ⋮ Numerical algorithms for the time-space tempered fractional Fokker-Planck equation ⋮ A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation ⋮ A weighted numerical algorithm for two and three dimensional two-sided space fractional wave equations ⋮ Numerical identification of the fractional derivatives in the two-dimensional fractional cable equation ⋮ Well-posedness and numerical algorithm for the tempered fractional differential equations ⋮ Explicit and implicit finite difference schemes for fractional Cattaneo equation ⋮ Modified generalized projective synchronization of fractional-order chaotic Lü systems ⋮ Local RBF method for transformed three dimensional sub-diffusion equations ⋮ The resonant behavior in the oscillator with double fractional-order damping under the action of nonlinear multiplicative noise ⋮ Stochastic resonance in a harmonic oscillator with fractional-order external and intrinsic dampings ⋮ A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations ⋮ A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations ⋮ Analysis on limit cycle of fractional-order van der Pol oscillator ⋮ Detailed error analysis for a fractional Adams method with graded meshes ⋮ Orthogonal spline collocation method for the two-dimensional fractional sub-diffusion equation ⋮ A discrete time random walk model for anomalous diffusion ⋮ A high-order predictor-corrector method for solving nonlinear differential equations of fractional order ⋮ Fractional-view analysis of space-time fractional Fokker-Planck equations within Caputo operator ⋮ Smoothness and stability of the solutions for nonlinear fractional differential equations ⋮ A weighted ADI scheme for subdiffusion equations ⋮ A new Crank-Nicolson finite element method for the time-fractional subdiffusion equation ⋮ Numerical algorithm with high spatial accuracy for the fractional diffusion-wave equation with von Neumann boundary conditions ⋮ Unconditional convergence in maximum-norm of a second-order linearized scheme for a time-fractional Burgers-type equation ⋮ Stability and convergence of a time-fractional variable order Hantush equation for a deformable aquifer ⋮ A fractional Gauss-Jacobi quadrature rule for approximating fractional integrals and derivatives ⋮ Finite element solutions for the space fractional diffusion equation with a nonlinear source term ⋮ Novel finite point approach for solving time-fractional convection-dominated diffusion equations ⋮ Existence and uniqueness of solutions for coupled systems of higher-order nonlinear fractional differential equations ⋮ Robust chaos synchronization of fractional-order chaotic systems with unknown parameters and uncertain perturbations ⋮ Higher order numerical methods for solving fractional differential equations ⋮ Numerical scheme for the Fokker-Planck equations describing anomalous diffusions with two internal states ⋮ The effects of fractional order on a 3-D quadratic autonomous system with four-wing attractor ⋮ Analysis of a fractional order Van der Pol-like oscillator via describing function method ⋮ A monotone finite volume method for time fractional Fokker-Planck equations ⋮ Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation ⋮ Network synchronization in a population of star-coupled fractional nonlinear oscillators ⋮ Galerkin finite element method for two-dimensional space and time fractional Bloch-Torrey equation ⋮ On the use of matrix functions for fractional partial differential equations ⋮ Modified generalized projective synchronization of a new fractional-order hyperchaotic system and its application to secure communication ⋮ Synchronization of nonlinear fractional order systems ⋮ Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system ⋮ Local discontinuous Galerkin methods for fractional ordinary differential equations ⋮ Isogeometric analysis for time-fractional partial differential equations ⋮ Generalized quasilinearization for the system of fractional differential equations ⋮ Topological horseshoe analysis and circuit realization for a fractional-order Lü system ⋮ Numerical algorithm for the space-time fractional Fokker-Planck system with two internal states ⋮ An exponential B-spline collocation method for the fractional sub-diffusion equation ⋮ New results on stability and stabilization of a class of nonlinear fractional-order systems ⋮ Positivity and boundedness preserving schemes for the fractional reaction-diffusion equation ⋮ Synchronization of chaotic fractional-order WINDMI systems via linear state error feedback control ⋮ A generalized groundwater flow equation using the concept of variable-order derivative ⋮ Jacobian-predictor-corrector approach for fractional differential equations ⋮ On the generalized mass transport equation to the concept of variable fractional derivative ⋮ Error analysis of a compact ADI scheme for the 2D fractional subdiffusion equation ⋮ Numerical analysis and physical simulations for the time fractional radial diffusion equation ⋮ Modelling the nonlinear wave motion within the scope of the fractional calculus ⋮ Existence results for a coupled system of nonlinear fractional hybrid differential equations with homogeneous boundary conditions ⋮ Positive solutions for singular \(p\)-Laplacian fractional differential system with integral boundary conditions ⋮ Control and synchronization of fractional-order financial system based on linear control ⋮ An L1 Legendre-Galerkin spectral method with fast algorithm for the two-dimensional nonlinear coupled time fractional Schrödinger equation and its parameter estimation ⋮ Efficient algorithms for solving the fractional ordinary differential equations ⋮ Generalized stochastic resonance for a fractional noisy oscillator with random mass and random damping ⋮ Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods ⋮ Fast predictor-corrector approach for the tempered fractional differential equations ⋮ A Galerkin finite element method for time-fractional stochastic heat equation ⋮ Modeling and numerical analysis of fractional-order Bloch equations ⋮ Positivity and boundedness preserving schemes for space-time fractional predator-prey reaction-diffusion model ⋮ Moving collocation methods for time fractional differential equations and simulation of blowup ⋮ A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions ⋮ Uniform asymptotic stability of solutions of fractional functional differential equations ⋮ Existence results for a coupled system of nonlinear fractional differential equations with three-point boundary conditions ⋮ Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation ⋮ Projective synchronization of \(N\)-dimensional chaotic fractional-order systems via linear state error feedback control ⋮ Finite volume methods for \(N\)-dimensional time fractional Fokker-Planck equations ⋮ A note on the fractional-order Volta's system ⋮ Group analysis and exact solutions of the time fractional Fokker-Planck equation ⋮ Synchronization in tempered fractional complex networks via auxiliary system approach ⋮ Numerical simulations of 2D fractional subdiffusion problems ⋮ From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations ⋮ The numerical analysis of two-sided space-fractional wave equation with improved moving least-square Ritz method ⋮ A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes ⋮ FODE ⋮ Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method ⋮ Synchronization in coupled nonidentical incommensurate fractional-order systems ⋮ 0-1 test for chaos in a fractional order financial system with investment incentive ⋮ A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients ⋮ Chaos in the fractional-order Volta's system: modeling and simulation ⋮ Describing function based methods for predicting chaos in a class of fractional order differential equations ⋮ A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications ⋮ A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients ⋮ A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation ⋮ A novel compact numerical method for solving the two-dimensional non-linear fractional reaction-subdiffusion equation ⋮ A high order compact finite difference scheme for time fractional Fokker-Planck equations ⋮ Fokker-Planck equation on metric graphs ⋮ Uniform stability for a spatially discrete, subdiffusive Fokker-Planck equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stability analysis of linear fractional differential system with multiple time delays
• Numerical solution of the space fractional Fokker-Planck equation.
• Detailed error analysis for a fractional Adams method
• Chaos, fractional kinetics, and anomalous transport
• A predictor-corrector approach for the numerical solution of fractional differential equations
• Short memory principle and a predictor-corrector approach for fractional differential equations
• Finite difference methods for two-dimensional fractional dispersion equation
• Discretized Fractional Calculus
• Fractional diffusion and wave equations
• Applications of Fractional Calculus to the Theory of Viscoelasticity
• Design of multidirectional multiscroll chaotic attractors based on fractional differential systems via switching control
• Fractional Linear Multistep Methods for Abel-Volterra Integral Equations of the Second Kind
• A Fokker–Planck equation of fractional order with respect to time
• Fractional Derivatives and Special Functions
• Anomalous diffusion: Fractional Fokker–Planck equation and its solutions
• Some noises withI/fspectrum, a bridge between direct current and white noise
• Burgers equation with a fractional derivative; hereditary effects on nonlinear acoustic waves
• The numerical solution of fractional differential equations: speed versus accuracy
• Analysis of fractional differential equations
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Numerical algorithm for the time fractional Fokker-Planck equation