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Yang, Yin; Huang, Yunqing; Zhou, Yong

Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods. (English) Zbl 1393.65037

J. Comput. Appl. Math. 339, 389-404 (2018).
Summary: In this paper, we consider the numerical solution of the time fractional Fokker-Planck equation. We propose a spectral collocation method in both temporal and spatial discretizations with a spectral expansion of Jacobi interpolation polynomial for this equation. The convergence of the method is rigorously established. Numerical tests are carried out to confirm the theoretical results.

Cited in 34 Documents

MSC:

65M70 Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
35R35 Free boundary problems for PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
35Q84 Fokker-Planck equations
35R11 Fractional partial differential equations

Keywords:

fractional Fokker-Planck equation; Jacobi collocation method; convergence

Software:

FODE
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Full Text: DOI

References:

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