Numerical algorithms for the time-space tempered fractional Fokker-Planck equation

DOI10.1186/S13662-017-1317-9MaRDI QIDQ1629971zbMATH OpenOpenAlexWikidataFDO

Authors Xiaorui Sun, Shuiping Chen, Feng-Qun Zhao

Publication date 7 December 2018

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-017-1317-9

zbMATH Keywords

convergencestabilitydifference operatorsfractional central difference operatortempered fractional Fokker-Planck equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) 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) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Difference operators (39A70)

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Cites work

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• A high order compact finite difference scheme for time fractional Fokker-Planck equations
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Cited in

(25)

• Second-order numerical methods for the tempered fractional diffusion equations
• High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I)
• Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
• Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
• A high order compact finite difference scheme for time fractional Fokker-Planck equations
• A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation
• Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation
• High-order quasi-compact difference schemes for fractional diffusion equations
• High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
• Numerical algorithm for the time fractional Fokker-Planck equation
• Numerical schemes of the time tempered fractional Feynman-Kac equation
• Time Discretization of a Tempered Fractional Feynman--Kac Equation with Measure Data
• High-order spectral collocation method using tempered fractional Sturm-Liouville eigenproblems
• Numerical algorithms for the forward and backward fractional Feynman-Kac equations
• An efficient high-order numerical algorithm for the time fractional Fokker-Planck equations
• Well-posedness and numerical algorithm for the tempered fractional differential equations
• New theories and applications of tempered fractional differential equations
• High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
• Numerical schemes for a class of tempered fractional integro-differential equations
• A second-order accurate numerical method for the space-time tempered fractional diffusion-wave equation
• High order schemes for the tempered fractional diffusion equations
• A numerical algorithm for the Caputo tempered fractional advection-diffusion equation
• High-order numerical schemes based on B-spline for solving a time-fractional Fokker-Planck equation
• Predictor-corrector approach for Riesz tempered fractional diffusion equation with a nonlinear source term
• The implicit midpoint method for variable-coefficient two-sided space tempered fractional diffusion equation

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