Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation

DOI10.1016/j.aml.2012.02.025zbMath1252.82073OpenAlexW1965511033MaRDI QIDQ712610

Kaiying Deng, Weihua Deng

Publication date: 17 October 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.02.025

zbMATH Keywords

stabilityconvergencepredictorfractional Fokker-Planck equationCaputo derivativeRiemann-Liouville derivativesubdiffusionLévy flightscorrector approach

Mathematics Subject Classification ID

Related Items (15)

Finite difference scheme for the time-fractional Fokker–Planck equation with time- and space-dependent forcing ⋮ An improved PC scheme for nonlinear fractional differential equations: error and stability analysis ⋮ Numerical study for time fractional stochastic semi linear advection diffusion equations ⋮ Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations ⋮ Numerical algorithms for the time-space tempered fractional Fokker-Planck equation ⋮ Superlinearly convergent algorithms for the two-dimensional space-time Caputo-Riesz fractional diffusion equation ⋮ A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation ⋮ A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations ⋮ A new fast predictor-corrector method for nonlinear time-fractional reaction-diffusion equation with nonhomogeneous terms ⋮ Galerkin finite element method for time-fractional stochastic diffusion equations ⋮ Numerical solutions to time-fractional stochastic partial differential equations ⋮ Superconvergence points for the spectral interpolation of Riesz fractional derivatives ⋮ Superconvergence points of integer and fractional derivatives of special Hermite interpolations and its applications in solving FDEs ⋮ A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients ⋮ NEW PREDICTOR-CORRECTOR APPROACH FOR NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS: ERROR ANALYSIS AND STABILITY

Cites Work

• Numerical algorithm for the time fractional Fokker-Planck equation
• Finite difference methods for two-dimensional fractional dispersion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
• Matrix theory. Basic results and techniques
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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