On a structure-preserving numerical method for fractional Fokker-Planck equations
DOI10.1090/mcom/3789zbMath1505.35335arXiv2107.13416OpenAlexW4287065041MaRDI QIDQ5058651
Maxime Herda, Hélène Hivert, Isabelle Tristani, Nathalie Ayi
Publication date: 21 December 2022
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.13416
Asymptotic behavior of solutions to PDEs (35B40) Fractional derivatives and integrals (26A33) 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) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)
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