A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation

DOI10.1016/J.APM.2014.07.029MaRDI QIDQ2337542zbMATH OpenOpenAlexFDO

Authors Ying-Jun Jiang

Publication date 20 November 2019

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2014.07.029

zbMATH Keywords

finite difference methodsmonotone convergencetime fractional Fokker-Planck equations

Mathematics Subject Classification ID

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)

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Cites work

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Cited in

(36)

• Numerical treatment of the modified time fractional Fokker-Planck equation
• Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods
• Meshless RBFs method for numerical solutions of two-dimensional high order fractional Sobolev equations
• A spline collocation method for a fractional mobile-immobile equation with variable coefficients
• A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes
• Spectral collocation methods for nonlinear coupled time fractional Nernst-Planck equations in two dimensions and its convergence analysis
• Finite volume methods for N-dimensional time fractional Fokker-Planck equations
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• A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations
• A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space
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• An efficient high-order numerical algorithm for the time fractional Fokker-Planck equations
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