Finite Element Method for the Space and Time Fractional Fokker–Planck Equation

DOI10.1137/080714130zbMath1416.65344OpenAlexW2104736025MaRDI QIDQ5305928

Weihua Deng

Publication date: 24 March 2010

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080714130

zbMATH Keywords

stabilityconvergencefinite element methodfractional Fokker-Planck equationLévy flights

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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

Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\) ⋮ A fast method for variable-order space-fractional diffusion equations ⋮ A new modified definition of Caputo-fabrizio fractional-order derivative and their applications to the multi step homotopy analysis method (MHAM) ⋮ Numerical simulation for the three-dimension fractional sub-diffusion equation ⋮ Efficient numerical schemes for fractional sub-diffusion equation with the spatially variable coefficient ⋮ Numerical algorithms for the time-space tempered fractional Fokker-Planck equation ⋮ Galerkin finite element method and error analysis for the fractional cable equation ⋮ A weighted numerical algorithm for two and three dimensional two-sided space fractional wave equations ⋮ A time-spectral algorithm for fractional wave problems ⋮ On the conservation of fractional nonlinear Schrödinger equation's invariants by the local discontinuous Galerkin method ⋮ An efficient technique based on finite difference/finite element method for solution of two-dimensional space/multi-time fractional Bloch-Torrey equations ⋮ A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations ⋮ An inverse problem to estimate an unknown order of a Riemann-Liouville fractional derivative for a fractional Stokes' first problem for a heated generalized second grade fluid ⋮ A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations ⋮ A new fully discrete finite difference/element approximation for fractional cable equation ⋮ A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations ⋮ Error analysis of a high-order compact ADI method for two-dimensional fractional convection-subdiffusion equations ⋮ Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits ⋮ Analysis of two methods based on Galerkin weak form for fractional diffusion-wave: meshless interpolating element free Galerkin (IEFG) and finite element methods ⋮ A two-grid finite element approximation for a nonlinear time-fractional Cable equation ⋮ Alternating direction implicit Galerkin finite element method for the two-dimensional fractional diffusion-wave equation ⋮ Preconditioned iterative methods for fractional diffusion equation ⋮ Orthogonal spline collocation method for the two-dimensional fractional sub-diffusion equation ⋮ Stable multi-domain spectral penalty methods for fractional partial differential equations ⋮ Finite difference methods for the time fractional diffusion equation on non-uniform meshes ⋮ Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations ⋮ A numerical method based on fully discrete direct discontinuous Galerkin method for the time fractional diffusion equation ⋮ A second order explicit finite difference method for the fractional advection diffusion equation ⋮ Computational challenge of fractional differential equations and the potential solutions: a survey ⋮ Finite element multigrid method for the boundary value problem of fractional advection dispersion equation ⋮ An efficient Galerkin spectral method for two-dimensional fractional nonlinear reaction-diffusion-wave equation ⋮ High order algorithm for the time-tempered fractional Feynman-Kac equation ⋮ A fast discontinuous Galerkin method for a bond-based linear peridynamic model discretized on a locally refined composite mesh ⋮ High-order compact difference methods for Caputo-type variable coefficient fractional sub-diffusion equations in conservative form ⋮ Numerical solution of the two-sided space-time fractional telegraph equation via Chebyshev tau approximation ⋮ Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term ⋮ Finite element solutions for the space fractional diffusion equation with a nonlinear source term ⋮ A circulant preconditioner for fractional diffusion equations ⋮ Finite element method for nonlinear Riesz space fractional diffusion equations on irregular domains ⋮ Numerical solution for fractional model of Fokker-Planck equation by using q-HATM ⋮ Multigrid method for fractional diffusion equations ⋮ A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions ⋮ Regularization methods for unknown source in space fractional diffusion equation ⋮ A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation ⋮ Müntz spectral methods for the time-fractional diffusion equation ⋮ Some time stepping methods for fractional diffusion problems with nonsmooth data ⋮ Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation ⋮ Trapezoidal scheme for time-space fractional diffusion equation with Riesz derivative ⋮ Galerkin finite element method for two-dimensional space and time fractional Bloch-Torrey equation ⋮ Domain decomposition methods for space fractional partial differential equations ⋮ A fast linearized conservative finite element method for the strongly coupled nonlinear fractional Schrödinger equations ⋮ A time-space collocation spectral approximation for a class of time fractional differential equations ⋮ The extended fractional subequation method for nonlinear fractional differential equations ⋮ A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations ⋮ Option pricing in subdiffusive Bachelier model ⋮ Strang-type preconditioners for solving fractional diffusion equations by boundary value methods ⋮ Numerical methods for solving the time-fractional telegraph equation ⋮ A parallel spectral element method for fractional Lorenz system ⋮ Solving Fokker-Planck equations on Cantor sets using local fractional decomposition method ⋮ A computational study of an implicit local discontinuous Galerkin method for time-fractional diffusion equations ⋮ A second order finite difference-spectral method for space fractional diffusion equations ⋮ Numerical algorithm based on an implicit fully discrete local discontinuous Galerkin method for the fractional diffusion-wave equation ⋮ On banded \(M\)-splitting iteration methods for solving discretized spatial fractional diffusion equations ⋮ Analysis of a new finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation ⋮ Second-order approximation scheme combined with \(H^1\)-Galerkin MFE method for nonlinear time fractional convection-diffusion equation ⋮ A high-order nodal discontinuous Galerkin method for a linearized fractional Cahn-Hilliard equation ⋮ Spectral collocation method for the time-fractional diffusion-wave equation and convergence analysis ⋮ Element free Galerkin approach based on the reproducing kernel particle method for solving 2D fractional Tricomi-type equation with Robin boundary condition ⋮ Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations ⋮ A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions ⋮ A tau method based on Jacobi operational matrix for solving fractional telegraph equation with Riesz-space derivative ⋮ Fractional Gray-Scott model: well-posedness, discretization, and simulations ⋮ Multi-domain spectral collocation method for variable-order nonlinear fractional differential equations ⋮ Galerkin finite element method for nonlinear fractional Schrödinger equations ⋮ Discontinuous Galerkin time stepping method for solving linear space fractional partial differential equations ⋮ Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods ⋮ Differential quadrature method for space-fractional diffusion equations on 2D irregular domains ⋮ A new finite element analysis for inhomogeneous boundary-value problems of space fractional differential equations ⋮ High-order accurate local schemes for fractional differential equations ⋮ A Galerkin finite element method for a class of time-space fractional differential equation with nonsmooth data ⋮ Two mixed finite element methods for time-fractional diffusion equations ⋮ Fourier spectral methods for some linear stochastic space-fractional partial differential equations ⋮ Analysis of a fully discrete local discontinuous Galerkin method for time-fractional fourth-order problems ⋮ A preconditioned fast finite difference method for space-time fractional partial differential equations ⋮ A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation ⋮ Moving collocation methods for time fractional differential equations and simulation of blowup ⋮ A characteristic difference method for the transient fractional convection-diffusion equations ⋮ Finite difference methods for fractional dispersion equations ⋮ Group analysis and exact solutions of the time fractional Fokker-Planck equation ⋮ Analysis of local discontinuous Galerkin method for time-space fractional convection-diffusion equations ⋮ Mixed finite-element method for multi-term time-fractional diffusion and diffusion-wave equations ⋮ Bernstein dual-Petrov-Galerkin method: application to 2D time fractional diffusion equation ⋮ Fast numerical solution for fractional diffusion equations by exponential quadrature rule ⋮ Spectral direction splitting methods for two-dimensional space fractional diffusion equations ⋮ Efficient implementation to numerically solve the nonlinear time fractional parabolic problems on unbounded spatial domain ⋮ Fully discrete local discontinuous Galerkin approximation for time-space fractional subdiffusion/superdiffusion equations ⋮ The boundary element method applied to the solution of the diffusion-wave problem ⋮ An effective pure meshfree method for 1D/2D time fractional convection-diffusion problems on irregular geometry ⋮ A class of RBFs-based DQ methods for the space-fractional diffusion equations on 3D irregular domains ⋮ Fast finite volume methods for space-fractional diffusion equations

Uses Software

• FODE

This page was built for publication: Finite Element Method for the Space and Time Fractional Fokker–Planck Equation