Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
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Publication:1629971
DOI10.1186/S13662-017-1317-9zbMATH Open1422.65183OpenAlexW2751391435WikidataQ59524252 ScholiaQ59524252MaRDI QIDQ1629971FDOQ1629971
Authors: Xiaorui Sun, Shuiping Chen, Feng-Qun Zhao 
Publication date: 7 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1317-9
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convergencestabilitydifference operatorsfractional central difference operatortempered fractional Fokker-Planck equation
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)
Cites Work
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Cited In (23)
- An efficient high-order numerical algorithm for the time fractional Fokker-Planck equations
- Numerical algorithm for the time fractional Fokker-Planck equation
- Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
- 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 (I)
- Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
- Numerical schemes for a class of tempered fractional integro-differential equations
- High order schemes for the tempered fractional diffusion equations
- Second-order numerical methods for the tempered fractional diffusion equations
- High-order spectral collocation method using tempered fractional Sturm-Liouville eigenproblems
- Well-posedness and numerical algorithm for the tempered fractional differential equations
- A numerical algorithm for the Caputo tempered fractional advection-diffusion equation
- High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
- A high order compact finite difference scheme for time fractional Fokker-Planck equations
- Time Discretization of a Tempered Fractional Feynman--Kac Equation with Measure Data
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
- 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
- New theories and applications of tempered fractional differential equations
- Numerical schemes of the time tempered fractional Feynman-Kac equation
- A second-order accurate numerical method for the space-time tempered fractional diffusion-wave equation
- Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
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