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
- 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
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- 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
- Solution of fractional bioheat equations by finite difference method and HPM
- 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
- Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations
- A characteristic difference method for the transient fractional convection-diffusion equations
- Numerical solution of the space fractional Fokker-Planck equation.
- A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space
- Numerical solutions of the space- and time-fractional coupled Burgers equations by generalized differential transform method
- Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media
- Numerical algorithms with high spatial accuracy for the fourth-order fractional sub-diffusion equations with the first Dirichlet boundary conditions
- Numerical computation and stability analysis for the fractional subdiffusions with spatial variable coefficients
- A discrete time random walk model for anomalous diffusion
- Finite difference methods for fractional differential equations
- Non-polynomial spline method for the time-fractional nonlinear Schrödinger equation
- Numerical analysis and physical simulations for the time fractional radial diffusion equation
- Two unconditionally stable and convergent difference schemes with the extrapolation method for the one-dimensional distributed-order differential equations
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- Fractional Fokker-Planck equation
- A penalty method for a fractional order parabolic variational inequality governing American put option valuation
- Orthogonal spline collocation methods for the subdiffusion equation
- On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems
- High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
- Legendre wavelets method for solving fractional partial differential equations with Dirichlet boundary conditions
- Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation
- Fractional heat conduction models and thermal diffusivity determination
- A high order compact finite difference scheme for time fractional Fokker-Planck equations
- Compact finite difference scheme for the solution of time fractional advection-dispersion equation
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
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