Finite difference approximations for the fractional Fokker-Planck equation
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Cites work
- scientific article; zbMATH DE number 2175072 (Why is no real title available?)
- scientific article; zbMATH DE number 439383 (Why is no real title available?)
- scientific article; zbMATH DE number 3667100 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- A Fourier method for the fractional diffusion equation describing sub-diffusion
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- Linear response in complex systems: CTRW and the fractional Fokker-Planck equations
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- The random walk's guide to anomalous diffusion: A fractional dynamics approach
Cited in
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- Non-polynomial B-spline and shifted Jacobi spectral collocation techniques to solve time-fractional nonlinear coupled Burgers' equations numerically
- 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 compact difference scheme for solving fractional neutral parabolic differential equation with proportional delay
- An operational matrix method for solving variable-order fractional biharmonic equation
- Oscillatory region and asymptotic solution of fractional van der Pol oscillator via residue harmonic balance technique
- A Semidiscrete Finite Element Approximation of a Time-Fractional Fokker--Planck Equation with NonSmooth Initial Data
- Implicit numerical approximation scheme for the fractional Fokker-Planck equation
- Fractional anomalous convection diffusion in comb structure with a non-fick constitutive model
- Pseudospectral operational matrix for numerical solution of single and multiterm time fractional diffusion equation
- Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data
- A Fokker-Planck equation with a fractional derivative along the trajectory of motion with conservation law
- A high-order compact exponential scheme for the fractional convection-diffusion equation
- Wave solutions and numerical validation for the coupled reaction-advection-diffusion dynamical model in a porous medium
- An efficient computational method for solving fractional biharmonic equation
- A Mixed FEM for a Time-Fractional Fokker–Planck Model
- Numerical simulation of a class of fractional subdiffusion equations via the alternating direction implicit method
- An implicit RBF meshless approach for solving the time fractional nonlinear sine-Gordon and Klein-Gordon equations
- An efficient compact difference method for temporal fractional subdiffusion equations
- The use of a time-fractional transport model for performing computational homogenisation of 2D heterogeneous media exhibiting memory effects
- A compact locally one-dimensional method for fractional diffusion-wave equations
- Hybrid stochastic fractional-based approach to modeling bacterial quorum sensing
- A numerical method for the variable-order time-fractional wave equations based on the H2N2 approximation
- Fractional Poisson-Nernst-Planck model for ion channels. I: Basic formulations and algorithms
- Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media
- \([3, 3]\) Padé approximation method for solving space fractional Fokker-Planck equations
- Group analysis and exact solutions of the time fractional Fokker-Planck equation
- The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations
- Divide-and-conquer solver in tensor-train format for \(d\)-dimensional time-space fractional diffusion equations
- Block pulse operational matrix method for solving fractional partial differential equation
- Three-point combined compact difference schemes for time-fractional advection-diffusion equations with smooth solutions
- High-order numerical schemes based on B-spline for solving a time-fractional Fokker-Planck equation
- High-order difference scheme for the solution of linear time fractional Klein-Gordon equations
- Investigations for a type of variable coefficient fractional subdiffusion equation with multidelay
- Computational method for solving space fractional Fisher's nonlinear equation
- 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
- Jacobian spectral collocation method for spatio-temporal coupled Fokker-Planck equation with variable-order fractional derivative
- Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method
- A numerical algorithm for the space and time fractional Fokker-Planck equation
- Boundary value problems of fractional Fokker-Planck equations
- Element free Galerkin approach based on the reproducing kernel particle method for solving 2D fractional Tricomi-type equation with Robin boundary condition
- Numerical schemes of the time tempered fractional Feynman-Kac equation
- A Space-Time Petrov-Galerkin Spectral Method for Time Fractional Fokker-Planck Equation with Nonsmooth Solution
- Optimal error estimate of the Legendre spectral approximation for space-fractional reaction-advection-diffusion equation
- Numerically pricing double barrier options in a time-fractional Black-Scholes model
- A fourth-order extrapolated compact difference method for time-fractional convection-reaction-diffusion equations with spatially variable coefficients
- Compact finite difference scheme and RBF meshless approach for solving 2D Rayleigh-Stokes problem for a heated generalized second grade fluid with fractional derivatives
- An efficient numerical algorithm for solving the two-dimensional fractional cable equation
- Numerical solution of time fractional nonlinear Klein-Gordon equation using sinc-Chebyshev collocation method
- 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 compact finite difference method for a class of time fractional convection-diffusion-wave equations with variable coefficients
- A compact finite difference method for solving a class of time fractional convection-subdiffusion equations
- Meshless local Petrov-Galerkin method for 2D fractional Fokker-Planck equation involved with the ABC fractional derivative
- An efficient fourth order Hermite spline collocation method for time fractional diffusion equation describing anomalous diffusion in two space variables
- 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
- Maximum norm error estimates of ADI methods for a two-dimensional fractional subdiffusion equation
- On the numerical solution of time fractional Black-Scholes equation
- Fourth order finite difference schemes for time-space fractional sub-diffusion equations
- A diffusion-convection problem with a fractional derivative along the trajectory of motion
- Combined compact difference scheme for the time fractional convection-diffusion equation with variable coefficients
- Efficient compact finite difference methods for a class of time-fractional convection-reaction-diffusion equations with variable coefficients
- A fourth-order compact solution of the two-dimensional modified anomalous fractional sub-diffusion equation with a nonlinear source term
- Compact exponential scheme for the time fractional convection-diffusion reaction equation with variable coefficients
- A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation
- Local meshless differential quadrature collocation method for time-fractional PDEs
- Quintic non-polynomial spline for time-fractional nonlinear Schrödinger equation
- An efficient localized meshless collocation method for the two-dimensional Burgers-type equation arising in fluid turbulent flows
- Interval Shannon wavelet collocation method for fractional Fokker-Planck equation
- A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions
- Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term
- A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions
- Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
- A compact finite difference scheme for the fractional sub-diffusion equations
- Mathematical analysis of the Hadamard-type fractional Fokker-Planck equation
- Finite difference scheme for the time-fractional Fokker-Planck equation with time- and space-dependent forcing
- Finite volume methods for \(N\)-dimensional time fractional Fokker-Planck equations
- On the use of matrix functions for fractional partial differential equations
- Analytical and numerical solutions of the unsteady 2D flow of MHD fractional Maxwell fluid induced by variable pressure gradient
- Collocation discrete least squares meshless method for solving nonlinear multi-term time fractional differential equations
- High order algorithm for the time-tempered fractional Feynman-Kac equation
- Circulant preconditioners for a kind of spatial fractional diffusion equations
- An implicit difference scheme for the time-fractional Cahn-Hilliard equations
- A higher order non-polynomial spline method for fractional sub-diffusion problems
- Solution of fractional bioheat equations by finite difference method and HPM
- Numerical approximation for a variable-order nonlinear reaction-subdiffusion equation
- A space-time spectral collocation method for the two-dimensional variable-order fractional percolation equations
- Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
- An operator splitting scheme for the fractional kinetic Fokker-Planck equation
- A computational technique for solving the time‐fractional Fokker‐Planck equation
- A space-time Galerkin Müntz spectral method for the time fractional Fokker–Planck equation
- Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations
- Two-dimensional Legendre wavelets for solving fractional Poisson equation with Dirichlet boundary conditions
- Two alternating direction implicit difference schemes with the extrapolation method for the two-dimensional distributed-order differential equations
- Time-fractional particle deposition in porous media
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options
- Finite difference scheme for a non-linear subdiffusion problem with a fractional derivative along the trajectory of motion
- Efficient numerical algorithms of time fractional telegraph‐type equations involving Hadamard derivatives
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