Finite difference approximations for the fractional Fokker-Planck equation
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Publication:838261
DOI10.1016/j.apm.2007.11.005zbMath1167.65419OpenAlexW2011093786MaRDI QIDQ838261
Publication date: 24 August 2009
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2007.11.005
Nonlinear parabolic equations (35K55) Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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Cites Work
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- Lévy meets Boltzmann: strange initial conditions for Brownian and fractional Fokker-Planck equations
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