Numerical Method for The Time Fractional Fokker-Planck Equation
Numerical Method for The Time Fractional Fokker-Planck Equation
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DOI：
10.4208/aamm.12-12s13
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发表时间：
2012-12
影响因子：
1.4
通讯作者：
Xuenian Cao;Jiang Fu;Hu Huang
中科院分区：
文献类型：
--
作者：
Xuenian Cao;Jiang Fu;Hu Huang
本文提出了一种求解时间分数阶Fokker-Planck方程的新的数值算法。分析了局部截断误差和该方法的稳定性。理论分析和数值实验表明，该方法对求解时间分数阶Fokker-Planck方程具有较高的精度. AMS科目分类：34 A08、26 A33、65 L12、65 L20
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. AMS subject classifications: 34A08, 26A33, 65L12, 65L20