Numerical algorithm for the time fractional Fokker-Planck equation

DOI10.1016/J.JCP.2007.09.015MaRDI QIDQ2465007zbMATH OpenOpenAlexFDO

Authors 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 equationnumerical stabilityCaputo derivativemethod of linesRiemann-Liouville derivativesubdiffusionpredictor-corrector approachconvergent order

Mathematics Subject Classification ID

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

Recommendations

• A numerical algorithm for the space and time fractional Fokker-Planck equation
• Numerical method for the time fractional Fokker-Planck equation
• Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
• Numerical treatment for the fractional Fokker-Planck equation
• An efficient high-order numerical algorithm for the time fractional Fokker-Planck equations
• Numerical solutions for solving model time‐fractional<scp>Fokker–Planck</scp>equation
• Numerical solution of Fokker-Planck equation with space- and time-fractional derivatives
• Numerical treatment of the modified time fractional Fokker-Planck equation
• A computational technique for solving the time‐fractional Fokker‐Planck equation
• Numerical solution of the time-fractional Fokker-Planck equation with general forcing

Cites work

• scientific article; zbMATH DE number 438987 (Why is no real title available?)
• scientific article; zbMATH DE number 439383 (Why is no real title available?)
• scientific article; zbMATH DE number 1264681 (Why is no real title available?)
• A Fokker–Planck equation of fractional order with respect to time
• A predictor-corrector approach for the numerical solution of fractional differential equations
• An introduction to fractional calculus
• Analysis of fractional differential equations
• Anomalous diffusion: Fractional Fokker–Planck equation and its solutions
• Applications of Fractional Calculus to the Theory of Viscoelasticity
• Burgers equation with a fractional derivative; hereditary effects on nonlinear acoustic waves
• Chaos, fractional kinetics, and anomalous transport
• Design of multidirectional multiscroll chaotic attractors based on fractional differential systems via switching control
• Detailed error analysis for a fractional Adams method
• Discretized Fractional Calculus
• Finite difference methods for two-dimensional fractional dispersion equation
• Fractional Derivatives and Special Functions
• Fractional Linear Multistep Methods for Abel-Volterra Integral Equations of the Second Kind
• Fractional diffusion and wave equations
• Numerical solution of the space fractional Fokker-Planck equation.
• Short memory principle and a predictor-corrector approach for fractional differential equations
• Some noises withI/fspectrum, a bridge between direct current and white noise
• Stability analysis of linear fractional differential system with multiple time delays
• The numerical solution of fractional differential equations: speed versus accuracy
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(only showing first 100 items - show all)

• Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods
• A Galerkin finite element method for time-fractional stochastic heat equation
• Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\)
• FINITE DIFFERENCE SCHEMES FOR VARIABLE-ORDER TIME FRACTIONAL DIFFUSION EQUATION
• Generalized stochastic resonance for a fractional noisy oscillator with random mass and random damping
• A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation
• An efficient high-order numerical algorithm for the time fractional Fokker-Planck equations
• Uniform stability for a spatially discrete, subdiffusive Fokker-Planck equation
• Synchronization of chaotic fractional-order WINDMI systems via linear state error feedback control
• Fokker-Planck equation on metric graphs
• Local RBF method for transformed three dimensional sub-diffusion equations
• scientific article; zbMATH DE number 5343621 (Why is no real title available?)
• 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
• Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
• Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation
• An efficient numerical algorithm for the fractional Drinfeld-Sokolov-Wilson equation
• Finite difference scheme for the time-fractional Fokker-Planck equation with time- and space-dependent forcing
• Finite volume methods for \(N\)-dimensional time fractional Fokker-Planck equations
• On the use of matrix functions for fractional partial differential equations
• BIFURCATIONS AND CHAOS IN FRACTIONAL-ORDER SIMPLIFIED LORENZ SYSTEM
• 0-1 test for chaos in a fractional order financial system with investment incentive
• Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
• A computational technique for solving the time‐fractional Fokker‐Planck equation
• A space-time Galerkin Müntz spectral method for the time fractional Fokker–Planck equation
• Numerical identification of the fractional derivatives in the two-dimensional fractional cable equation
• Existence results for a coupled system of nonlinear fractional differential equations with three-point boundary conditions
• Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method
• Numerical scheme for the Fokker-Planck equations describing anomalous diffusions with two internal states
• The numerical analysis of two-sided space-fractional wave equation with improved moving least-square Ritz method
• Existence and uniqueness of solutions for coupled systems of higher-order nonlinear fractional differential equations
• Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations
• Control and synchronization of fractional-order financial system based on linear control
• A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients
• Synchronization of nonlinear fractional order systems
• Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights
• An L1 Legendre-Galerkin spectral method with fast algorithm for the two-dimensional nonlinear coupled time fractional Schrödinger equation and its parameter estimation
• Jacobian-predictor-corrector approach for fractional differential equations
• High accuracy algorithm for the differential equations governing anomalous diffusion. Algorithm and models for anomalous diffusion
• The resonant behavior in the oscillator with double fractional-order damping under the action of nonlinear multiplicative noise
• A monotone finite volume method for time fractional Fokker-Planck equations
• Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
• A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation
• Uniform asymptotic stability of solutions of fractional functional differential equations
• Positivity and boundedness preserving schemes for the fractional reaction-diffusion equation
• Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation
• A new fast predictor-corrector method for nonlinear time-fractional reaction-diffusion equation with nonhomogeneous terms
• Numerical algorithm for the model describing anomalous diffusion in expanding media
• A weighted numerical algorithm for two and three dimensional two-sided space fractional wave equations
• Robust passivity and feedback passification of a class of uncertain fractional-order linear systems
• Numerical algorithm for the space-time fractional Fokker-Planck system with two internal states
• Solution of the Liouville–Caputo time- and Riesz space-fractional Fokker–Planck equation via radial basis functions
• A discrete time random walk model for anomalous diffusion
• NEW PREDICTOR-CORRECTOR APPROACH FOR NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS: ERROR ANALYSIS AND STABILITY
• Modelling the nonlinear wave motion within the scope of the fractional calculus
• Modified generalized projective synchronization of a new fractional-order hyperchaotic system and its application to secure communication
• Numerical simulation for the three-dimension fractional sub-diffusion equation
• A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
• A new Crank-Nicolson finite element method for the time-fractional subdiffusion equation
• Numerical simulations of 2D fractional subdiffusion problems
• An improved cell mapping method based on dimension-extension for fractional systems
• Synchronization in coupled nonidentical incommensurate fractional-order systems
• From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
• Numerical analysis and physical simulations for the time fractional radial diffusion equation
• Finite difference methods for fractional differential equations
• Modeling and numerical analysis of fractional-order Bloch equations
• The dual reciprocity boundary integral equation technique to solve a class of the linear and nonlinear fractional partial differential equations
• Higher order numerical methods for solving fractional differential equations
• Explicit and implicit finite difference schemes for fractional Cattaneo equation
• A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation
• Well-posedness and numerical algorithm for the tempered fractional differential equations
• Numerical solution of the time-fractional Fokker-Planck equation with general forcing
• Effect of the policy and consumption delay on the amplitude and length of business cycle
• A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations
• The Finite Difference Methods for Fractional Ordinary Differential Equations
• Detailed error analysis for a fractional Adams method with graded meshes
• A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation
• Error analysis of a compact ADI scheme for the 2D fractional subdiffusion equation
• Numerical algorithm for time-fractional Sawada-Kotera equation and Itô equation with Bernstein polynomials
• FODE
• A high order compact finite difference scheme for time fractional Fokker-Planck equations
• Stochastic resonance in a harmonic oscillator with fractional-order external and intrinsic dampings
• Analysis of a fractional order Van der Pol-like oscillator via describing function method
• Positive solutions for singular p-Laplacian fractional differential system with integral boundary conditions
• A note on the fractional-order Volta's system
• Numerical algorithms for the forward and backward fractional Feynman-Kac equations
• Generalized quasilinearization for the system of fractional differential equations
• A novel high order space-time spectral method for the time fractional Fokker-Planck equation
• 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
• Unconditional convergence in maximum-norm of a second-order linearized scheme for a time-fractional Burgers-type equation
• An improved PC scheme for nonlinear fractional differential equations: error and stability analysis
• On a numerical investigation of the time fractional Fokker-Planck equation via local discontinuous Galerkin method
• Finite difference methods and their physical constraints for the fractional Klein-Kramers equation
• A transformed \(L1\) Legendre-Galerkin spectral method for time fractional Fokker-Planck equations
• Chaos in the fractional-order Volta's system: modeling and simulation
• Novel finite point approach for solving time-fractional convection-dominated diffusion equations
• A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes
• A fractional Gauss-Jacobi quadrature rule for approximating fractional integrals and derivatives
• A weighted ADI scheme for subdiffusion equations

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2465007)