Finite difference scheme for the time-fractional Fokker-Planck equation with time- and space-dependent forcing

DOI10.1080/00207160.2018.1461214MaRDI QIDQ5031786zbMATH OpenOpenAlexFDO

Authors Shuqing Yan, Mingrong Cui

Publication date 16 February 2022

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2018.1461214

zbMATH Keywords

convergencefinite-difference schemeFokker-Planck equationfractionalstabilitytime- and space-dependent forcing

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Integro-partial differential equations (45K05) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cites work

• A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation
• A high order compact finite difference scheme for time fractional Fokker-Planck equations
• A new analysis of a numerical method for the time-fractional Fokker-Planck equation with general forcing
• A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation
• A novel high order space-time spectral method for the time fractional Fokker-Planck equation
• Analytic solution to space-fractional Fokker-Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift
• Applications of Fractional Calculus to the Theory of Viscoelasticity
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• Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation
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• Numerical algorithm for the time fractional Fokker-Planck equation
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• Numerical solution of the time-fractional Fokker-Planck equation with general forcing
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Cited in

(16)

• Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion
• The finite volume scheme preserving maximum principle for two-dimensional time-fractional Fokker-Planck equations on distorted meshes
• A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation
• A high order compact finite difference scheme for time fractional Fokker-Planck equations
• A monotone finite volume method for time fractional Fokker-Planck equations
• Numerical solution of the time-fractional Fokker-Planck equation with general forcing
• A Semidiscrete Finite Element Approximation of a Time-Fractional Fokker--Planck Equation with NonSmooth Initial Data
• A preconditioned implicit difference scheme for semilinear two‐dimensional time–space fractional Fokker–Planck equations
• scientific article; zbMATH DE number 5227693 (Why is no real title available?)
• Numerical solution of fractional partial differential equations by using radial basis functions combined with Legendre wavelets
• Solution of the Liouville–Caputo time- and Riesz space-fractional Fokker–Planck equation via radial basis functions
• A second-order accurate numerical scheme for a time-fractional Fokker–Planck equation
• A space-time Galerkin Müntz spectral method for the time fractional Fokker–Planck equation
• Well-posedness and simulation of weak solutions to the time-fractional Fokker-Planck equation with general forcing
• Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation
• Combining radial basis functions and Bernstein polynomials to solve linear fractional partial differential equations

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