A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space

DOI10.2478/S11533-011-0105-0MaRDI QIDQ432233zbMATH OpenOpenAlexFDO

Authors Guang-Hua Gao, Zhizhong Sun

Publication date 3 July 2012

Published in Central European Journal of Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.2478/s11533-011-0105-0

zbMATH Keywords

convergencestabilityboundary conditionfinite difference schemefractional Klein-Kramers equation

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Numerical solutions to stochastic differential and integral equations (65C30) 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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• Chemical kinetics and diffusion approach: the history of the Klein-Kramers equation
• Finite difference approximations for the fractional Fokker-Planck equation
• Finite difference methods and their physical constraints for the fractional Klein-Kramers equation
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• THE LANGEVIN OR KRAMERS APPROACH TO BIOLOGICAL MODELING
• The kinetic boundary layer for the Klein-Kramers equation: A new numerical approach

Cited in

(7)

• Positivity preserving schemes for the fractional Klein-Kramers equation with boundaries
• Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
• The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method
• Numerical evaluation of the fractional Klein-Kramers model arising in molecular dynamics
• Super- and subdiffusive positions in fractional Klein-Kramers equations
• On a numerical investigation of the time fractional Fokker-Planck equation via local discontinuous Galerkin method
• Finite difference methods and their physical constraints for the fractional Klein-Kramers equation

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