A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

DOI10.1137/140980545zbMath1320.82052MaRDI QIDQ5254422

V. V. Anh, Ian W. Turner, Fawang Liu, Min-Ling Zheng

Publication date: 9 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/82700/10/82700a.pdf

zbMATH Keywords

spectral method; Riemann-Liouville fractional derivative; Caputo fractional derivative; time fractional Fokker-Planck equation

Mathematics Subject Classification ID

26A33: Fractional derivatives and integrals

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs

35R11: Fractional partial differential equations

35Q84: Fokker-Planck equations

Uses Software

• FODE