Finite difference approximations and dynamics simulations for the Lévy Fractional Klein-Kramers equation
From MaRDI portal
Publication:3167068
DOI10.1002/num.20709zbMath1312.65137WikidataQ115398298 ScholiaQ115398298MaRDI QIDQ3167068
Can Li, Weihua Deng, Yu-Jiang Wu
Publication date: 2 November 2012
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/num.20709
stability; convergence; finite difference method; Lévy flights; Lévy fractional Klein-Kramers equation
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35R11: Fractional partial differential equations
Related Items
Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions, Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion, Numerical method with fractional splines for a subdiffusion problem
Uses Software
Cites Work
- Unnamed Item
- A second-order accurate numerical method for the two-dimensional fractional diffusion equation
- Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
- Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
- Finite difference approximations for a fractional advection diffusion problem
- Numerical solution of the space fractional Fokker-Planck equation.
- Chaos, fractional kinetics, and anomalous transport
- Finite difference approximations for fractional advection-dispersion flow equations
- A fractional diffusion equation to describe Lévy flights
- Numerical algorithm for the time fractional Fokker-Planck equation
- Finite difference approximations for two-sided space-fractional partial differential equations
- Stochastic solution of space-time fractional diffusion equations
- Discretized Fractional Calculus
- Finite difference methods and their physical constraints for the fractional klein-kramers equation
- Combined Hermite spectral-finite difference method for the Fokker-Planck equation
- Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- Existence and Uniqueness of the Weak Solution of the Space-time Fractional Diffusion Equation and a Spectral Method Approximation
- Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Variational formulation for the stationary fractional advection dispersion equation
- Matrix Iterative Analysis
- The random walk's guide to anomalous diffusion: A fractional dynamics approach