Numerical algorithm for the time fractional Fokker-Planck equation

DOI10.1016/j.jcp.2007.09.015zbMath1388.35095MaRDI QIDQ2465007

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 equation; method of lines; numerical stability; Caputo derivative; Riemann-Liouville derivative; subdiffusion; predictor-corrector approach; convergent order

Mathematics Subject Classification ID

35K57: Reaction-diffusion equations

65M20: Method of lines for initial value and initial-boundary value problems involving PDEs

82B35: Irreversible thermodynamics, including Onsager-Machlup theory

35R11: Fractional partial differential equations

35Q84: Fokker-Planck equations

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