A high order compact finite difference scheme for time fractional Fokker-Planck equations
A high order compact finite difference scheme for time fractional Fokker-Planck equations
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DOI：
10.1016/j.aml.2014.11.007
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发表时间：
2015-05
期刊：
影响因子：
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通讯作者：
Seakweng Vong;Zhibo Wang
中科院分区：
文献类型：
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作者：
Seakweng Vong;Zhibo Wang
本文构造了求解含变量对流项的时间分数阶Fokker-Planck方程的高阶紧致（HOC）格式。利用能量法研究了该格式的矩阵形式。我们发现，从可变系数所产生的困难，可以克服通过简单的修改系数矩阵。该格式是稳定的，收敛阶为τ 2− α+ h4，比最近研究的一些格式高.最后通过数值算例验证了理论分析的正确性。
In this paper, a high order compact (HOC) scheme for time fractional Fokker–Planck equations with variable convection is constructed. The scheme is studied using its matrix form by the energy method. We find that the difficulty arising from the variable coefficient can be overcome by simple modifications of the coefficient matrices. The scheme is shown to be stable and convergent with order τ 2− α+ h 4 which is higher than some recently studied schemes. Numerical examples are given to justify the theoretical analysis.