Numerical Solutions of Fractional Fokker-Planck Equations Using Iterative Laplace Transform Method

Abstract

A relatively new iterative Laplace transform method, which combines two methods; the iterative method and the Laplace transform method, is applied to obtain the numerical solutions of fractional Fokker-Planck equations. The method gives numerical solutions in the form of convergent series with easily computable components, requiring no linearization or small perturbation. The numerical results show that the approach is easy to implement and straightforward when applied to space-time fractional Fokker-Planck equations. The method provides a promising tool for solving space-time fractional partial differential equations.