Finite difference approximations for the fractional Fokker-Planck equation
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Cites work
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- Lévy meets Boltzmann: strange initial conditions for Brownian and fractional Fokker-Planck equations
- Linear response in complex systems: CTRW and the fractional Fokker-Planck equations
- New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
- Numerical solution of the space fractional Fokker-Planck equation.
- The accuracy and stability of an implicit solution method for the fractional diffusion equation
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- The random walk's guide to anomalous diffusion: A fractional dynamics approach
Cited in
(only showing first 100 items - show all)- Numerical solution of the space fractional Fokker-Planck equation.
- Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
- Sixth-order non-uniform combined compact difference scheme for multi-term time fractional diffusion-wave equation
- An implicit RBF meshless approach for solving the time fractional nonlinear sine-Gordon and Klein-Gordon equations
- Numerically pricing double barrier options in a time-fractional Black-Scholes model
- Fractional heat conduction models and thermal diffusivity determination
- High order algorithm for the time-tempered fractional Feynman-Kac equation
- A compact difference scheme for solving fractional neutral parabolic differential equation with proportional delay
- A high-order compact finite difference method and its extrapolation for fractional mobile/immobile convection-diffusion equations
- Fractional Poisson-Nernst-Planck model for ion channels. I: Basic formulations and algorithms
- Optimal error estimate of the Legendre spectral approximation for space-fractional reaction-advection-diffusion equation
- A higher order non-polynomial spline method for fractional sub-diffusion problems
- Non-polynomial spline method for the time-fractional nonlinear Schrödinger equation
- An efficient numerical algorithm for solving the two-dimensional fractional cable equation
- Analytical and numerical solutions of the unsteady 2D flow of MHD fractional Maxwell fluid induced by variable pressure gradient
- Numerical solution of time fractional nonlinear Klein-Gordon equation using sinc-Chebyshev collocation method
- A fourth-order extrapolated compact difference method for time-fractional convection-reaction-diffusion equations with spatially variable coefficients
- Numerical approach of Fokker-Planck equation with Caputo-Fabrizio fractional derivative using Ritz approximation
- Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods
- Group analysis and exact solutions of the time fractional Fokker-Planck equation
- Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation
- A diffusion-convection problem with a fractional derivative along the trajectory of motion
- An operational matrix method for solving variable-order fractional biharmonic equation
- Compact finite difference schemes for the time fractional diffusion equation with nonlocal boundary conditions
- An implicit difference scheme for the time-fractional Cahn-Hilliard equations
- A space-time spectral collocation method for the two-dimensional variable-order fractional percolation equations
- Two alternating direction implicit difference schemes with the extrapolation method for the two-dimensional distributed-order differential equations
- A compact LOD method and its extrapolation for two-dimensional modified anomalous fractional sub-diffusion equations
- Fourth order finite difference schemes for time-space fractional sub-diffusion equations
- Analytical solutions of multi-term time fractional differential equations and application to unsteady flows of generalized viscoelastic fluid
- Numerical modeling of a memory-based diffusivity equation and determination of its fractional order value
- A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes
- Preconditioners for all-at-once system from the fractional mobile/immobile advection-diffusion model
- A numerical method for the variable-order time-fractional wave equations based on the H2N2 approximation
- High-order compact scheme for the two-dimensional fractional Rayleigh-Stokes problem for a heated generalized second-grade fluid
- Unsteady oblique stagnation-point flow and heat transfer of fractional Maxwell fluid with convective derivative under modified pressure field
- Meshless local Petrov-Galerkin method for 2D fractional Fokker-Planck equation involved with the ABC fractional derivative
- Quintic non-polynomial spline for time-fractional nonlinear Schrödinger equation
- Non-polynomial B-spline and shifted Jacobi spectral collocation techniques to solve time-fractional nonlinear coupled Burgers' equations numerically
- Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons
- Lie group analysis and similarity solution for fractional Blasius flow
- Investigations for a type of variable coefficient fractional subdiffusion equation with multidelay
- Flow, heat and mass transfer of three-dimensional fractional Maxwell fluid over a bidirectional stretching plate with fractional Fourier's law and fractional Fick's law
- Maximum norm error estimates of ADI methods for a two-dimensional fractional subdiffusion equation
- Interval Shannon wavelet collocation method for fractional Fokker-Planck equation
- A high-order compact exponential scheme for the fractional convection-diffusion equation
- Orthogonal spline collocation methods for the subdiffusion equation
- Finite volume methods for N-dimensional time fractional Fokker-Planck equations
- An operator splitting scheme for the fractional kinetic Fokker-Planck equation
- Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
- Circulant preconditioners for a kind of spatial fractional diffusion equations
- Numerical method to initial-boundary value problems for fractional partial differential equations with time-space variable coefficients
- A linear finite difference scheme for generalized time fractional Burgers equation
- Numerical computation and stability analysis for the fractional subdiffusions with spatial variable coefficients
- Effect of the nodes near boundary points on the stability analysis of sixth-order compact finite difference ADI scheme for the two-dimensional time fractional diffusion-wave equation
- A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients
- A numerical approach for fractional partial differential equations by using Ritz approximation
- 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
- \([3, 3]\) Padé approximation method for solving space fractional Fokker-Planck equations
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
- Three-point combined compact difference schemes for time-fractional advection-diffusion equations with smooth solutions
- Numerical approximation for a variable-order nonlinear reaction-subdiffusion equation
- Compact finite difference scheme for the solution of time fractional advection-dispersion equation
- Numerical algorithms with high spatial accuracy for the fourth-order fractional sub-diffusion equations with the first Dirichlet boundary conditions
- An efficient computational method for solving fractional biharmonic equation
- A monotone finite volume method for time fractional Fokker-Planck equations
- Compact finite difference scheme and RBF meshless approach for solving 2D Rayleigh-Stokes problem for a heated generalized second grade fluid with fractional derivatives
- Two-dimensional Legendre wavelets for solving fractional Poisson equation with Dirichlet boundary conditions
- Fractional-order Genocchi-Petrov-Galerkin method for solving time-space fractional Fokker-Planck equations arising from the physical phenomenon
- A Fokker-Planck equation with a fractional derivative along the trajectory of motion with conservation law
- Finite difference scheme for a non-linear subdiffusion problem with a fractional derivative along the trajectory of motion
- The use of a time-fractional transport model for performing computational homogenisation of 2D heterogeneous media exhibiting memory effects
- Numerical simulation of a class of fractional subdiffusion equations via the alternating direction implicit method
- Two unconditionally stable and convergent difference schemes with the extrapolation method for the one-dimensional distributed-order differential equations
- Numerical solution of the time-fractional Fokker-Planck equation with general forcing
- High-order difference scheme for the solution of linear time fractional Klein-Gordon equations
- Combined compact difference scheme for the time fractional convection-diffusion equation with variable coefficients
- A numerical algorithm for the space and time fractional Fokker-Planck equation
- The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations
- Heat conduction modeling by using fractional-order derivatives
- Finite difference methods and their physical constraints for the fractional Klein-Kramers equation
- A fourth-order compact solution of the two-dimensional modified anomalous fractional sub-diffusion equation with a nonlinear source term
- A penalty method for a fractional order parabolic variational inequality governing American put option valuation
- Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
- A modified compact ADI method and its extrapolation for two-dimensional fractional subdiffusion equations
- A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations
- Error analysis of a high-order compact ADI method for two-dimensional fractional convection-subdiffusion equations
- A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation
- Compact exponential scheme for the time fractional convection-diffusion reaction equation with variable coefficients
- A discrete time random walk model for anomalous diffusion
- Solution of fractional bioheat equations by finite difference method and HPM
- A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions
- On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems
- A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space
- A Semidiscrete Finite Element Approximation of a Time-Fractional Fokker--Planck Equation with NonSmooth Initial Data
- Pseudospectral operational matrix for numerical solution of single and multiterm time fractional diffusion equation
- Legendre wavelets method for solving fractional partial differential equations with Dirichlet boundary conditions
- Finite difference methods for fractional differential equations
- Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations
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