Finite difference approximations for the fractional Fokker-Planck equation
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Publication:838261
DOI10.1016/J.APM.2007.11.005zbMATH Open1167.65419OpenAlexW2011093786MaRDI QIDQ838261FDOQ838261
Authors: N. E. Zubov 
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
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- Numerical solution of the space fractional Fokker-Planck equation.
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Fractional derivatives and integrals (26A33) Nonlinear parabolic equations (35K55) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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Cited In (only showing first 100 items - show all)
- Efficient compact finite difference methods for a class of time-fractional convection-reaction-diffusion equations with variable coefficients
- A diffusion-convection problem with a fractional derivative along the trajectory of motion
- Mathematical analysis of the Hadamard-type fractional Fokker-Planck equation
- Local meshless differential quadrature collocation method for time-fractional PDEs
- Interval Shannon wavelet collocation method for fractional Fokker-Planck equation
- Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
- Finite volume methods for \(N\)-dimensional time fractional Fokker-Planck equations
- Analytical and numerical solutions of the unsteady 2D flow of MHD fractional Maxwell fluid induced by variable pressure gradient
- 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
- An operator splitting scheme for the fractional kinetic Fokker-Planck equation
- 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
- Compact difference scheme for time-fractional fourth-order equation with first Dirichlet boundary condition
- A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients
- A monotone finite volume method for time fractional Fokker-Planck equations
- A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation
- Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
- Numerical method to initial-boundary value problems for fractional partial differential equations with time-space variable coefficients
- Sixth-order non-uniform combined compact difference scheme for multi-term time fractional diffusion-wave equation
- Analytical solutions of multi-term time fractional differential equations and application to unsteady flows of generalized viscoelastic fluid
- The dual reciprocity boundary integral equation technique to solve a class of the linear and nonlinear fractional partial differential equations
- From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
- A linear finite difference scheme for generalized time fractional Burgers equation
- Numerical modeling of a memory-based diffusivity equation and determination of its fractional order value
- A numerical approach for fractional partial differential equations by using Ritz approximation
- 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
- Compact finite difference schemes for the time fractional diffusion equation with nonlocal boundary conditions
- Unsteady oblique stagnation-point flow and heat transfer of fractional Maxwell fluid with convective derivative under modified pressure field
- Fractional-order Genocchi-Petrov-Galerkin method for solving time-space fractional Fokker-Planck equations arising from the physical phenomenon
- High-order compact scheme for the two-dimensional fractional Rayleigh-Stokes problem for a heated generalized second-grade fluid
- A high-order compact finite difference method and its extrapolation for fractional mobile/immobile convection-diffusion equations
- A compact LOD method and its extrapolation for two-dimensional modified anomalous fractional sub-diffusion equations
- 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
- A Semidiscrete Finite Element Approximation of a Time-Fractional Fokker--Planck Equation with NonSmooth Initial Data
- An operational matrix method for solving variable-order fractional biharmonic equation
- Pseudospectral operational matrix for numerical solution of single and multiterm time fractional diffusion equation
- A Fokker-Planck equation with a fractional derivative along the trajectory of motion with conservation law
- Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data
- An efficient computational method for solving fractional biharmonic equation
- Fractional Poisson-Nernst-Planck model for ion channels. I: Basic formulations and algorithms
- The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations
- High-order difference scheme for the solution of linear time fractional Klein-Gordon equations
- Jacobian spectral collocation method for spatio-temporal coupled Fokker-Planck equation with variable-order fractional derivative
- 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
- Numerical solution of time fractional nonlinear Klein-Gordon equation using sinc-Chebyshev collocation method
- A compact finite difference method for solving a class of time fractional convection-subdiffusion equations
- On the numerical solution of time fractional Black-Scholes equation
- 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
- An efficient localized meshless collocation method for the two-dimensional Burgers-type equation arising in fluid turbulent flows
- Quintic non-polynomial spline for time-fractional nonlinear Schrödinger equation
- Finite difference scheme for the time-fractional Fokker-Planck equation with time- and space-dependent forcing
- Collocation discrete least squares meshless method for solving nonlinear multi-term time fractional differential equations
- A space-time Galerkin Müntz spectral method for the time fractional Fokker–Planck equation
- A computational technique for solving the time‐fractional Fokker‐Planck equation
- Efficient numerical algorithms of time fractional telegraph‐type equations involving Hadamard derivatives
- Numerical algorithm for the model describing anomalous diffusion in expanding media
- Solution of the Liouville–Caputo time- and Riesz space-fractional Fokker–Planck equation via radial basis functions
- A high‐order numerical technique for generalized time‐fractional Fisher's equation
- Effects of fractional differentiation orders on a coupled Duffing circuit
- A transformed \(L1\) Legendre-Galerkin spectral method for time fractional Fokker-Planck equations
- Unsteady oblique stagnation point flow with improved pressure field and fractional Cattaneo-Christov model by finite difference-spectral method
- Non-polynomial B-spline and shifted Jacobi spectral collocation techniques to solve time-fractional nonlinear coupled Burgers' equations numerically
- Fractional anomalous convection diffusion in comb structure with a non-fick constitutive model
- Wave solutions and numerical validation for the coupled reaction-advection-diffusion dynamical model in a porous medium
- A Mixed FEM for a Time-Fractional Fokker–Planck Model
- The use of a time-fractional transport model for performing computational homogenisation of 2D heterogeneous media exhibiting memory effects
- A numerical method for the variable-order time-fractional wave equations based on the H2N2 approximation
- Divide-and-conquer solver in tensor-train format for \(d\)-dimensional time-space fractional diffusion equations
- High-order numerical schemes based on B-spline for solving a time-fractional Fokker-Planck equation
- Investigations for a type of variable coefficient fractional subdiffusion equation with multidelay
- Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method
- 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
- A Space-Time Petrov-Galerkin Spectral Method for Time Fractional Fokker-Planck Equation with Nonsmooth Solution
- An efficient fourth order Hermite spline collocation method for time fractional diffusion equation describing anomalous diffusion in two space variables
- 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
- Meshless local Petrov-Galerkin method for 2D fractional Fokker-Planck equation involved with the ABC fractional derivative
- Maximum norm error estimates of ADI methods for a two-dimensional fractional subdiffusion equation
- Fourth order finite difference schemes for time-space fractional sub-diffusion equations
- A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation
- Combined compact difference scheme for the time fractional convection-diffusion equation 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
- Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term
- A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions
- A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions
- A compact finite difference scheme for the fractional sub-diffusion equations
- On the use of matrix functions for fractional partial differential equations
- Circulant preconditioners for a kind of spatial fractional diffusion equations
- High order algorithm for the time-tempered fractional Feynman-Kac equation
- A higher order non-polynomial spline method for fractional sub-diffusion problems
- Numerical approximation for a variable-order nonlinear reaction-subdiffusion equation
- Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
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