Implicit numerical approximation scheme for the fractional Fokker-Planck equation

DOI10.1016/J.AMC.2010.03.024MaRDI QIDQ979286zbMATH OpenOpenAlexFDO

Authors Chunhong Wu, Linzhang Lu

Publication date 25 June 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.03.024

zbMATH Keywords

convergencefractional Fokker-Planck equationnumerical methodRiemann-Liouville fractional integral operatorstabilitysubdiffusion

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Review text

The authors develop a numerical method for the approximation in a bounded domain of the fractional Fokker-Planck equation describing an anomalous subdiffusion process. Stability and convergence of the numerical method are analyzed, together with examples.

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Cites work

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Cited in

(17)

• Numerical approach of Fokker-Planck equation with Caputo-Fabrizio fractional derivative using Ritz approximation
• Fast implicit schemes for the Fokker-Planck-Landau equation
• Numerical approximations for the fractional Fokker-Planck equation with two-scale diffusion
• Numerical scheme for the Fokker-Planck equations describing anomalous diffusions with two internal states
• \([3, 3]\) Padé approximation method for solving space fractional Fokker-Planck equations
• Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights
• Numerical treatment for the fractional Fokker-Planck equation
• A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations
• A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation
• New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
• Numerical methods for fractional partial differential equations
• Numerical simulation of an anomalous diffusion process based on the higher-order accurate scheme
• Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
• scientific article; zbMATH DE number 5227693 (Why is no real title available?)
• An asymptotic preserving scheme for Lévy-Fokker-Planck equation with fractional diffusion limit
• A second-order implicit-explicit (IMEX) method on graded meshes for nonlinear time-fractional reaction-subdiffusion problems
• Finite difference approximations for the fractional Fokker-Planck equation

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