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Numerical Method for the Time Fractional Fokker-Planck Equation |
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| Authors: | Xue-Nian Cao Jiang-Li Fu & Hu Huang |
| Abstract: | In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation. |
| Keywords: | Fractional Fokker-Planck equation Riemann-Liouville fractional derivative truncation error stability |
| 点击此处可从《advances in applied mathematics and mechanics.》浏览原始摘要信息 | |