Implicit numerical approximation scheme for the fractional Fokker-Planck equation (Q979286)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit numerical approximation scheme for the fractional Fokker-Planck equation |
scientific article |
Statements
Implicit numerical approximation scheme for the fractional Fokker-Planck equation (English)
0 references
25 June 2010
0 references
The authors develop a numerical method for the approximation in a bounded domain of the fractional Fokker-Planck equation describing an anomalous subdiffusion process. Stability and convergence of the numerical method are analyzed, together with examples.
0 references
fractional Fokker-Planck equation
0 references
subdiffusion
0 references
numerical method
0 references
stability
0 references
convergence
0 references
Riemann-Liouville fractional integral operator
0 references
0 references
0 references
0 references
