Abstract and Applied Analysis

Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation

Yuxin Zhang

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A numerical method for the modified time fractional Fokker-Planck equation is proposed. Stability and convergence of the method are rigorously discussed by means of the Fourier method. We prove that the difference scheme is unconditionally stable, and convergence order is O ( τ + h 4 ) , where τ and h are the temporal and spatial step sizes, respectively. Finally, numerical results are given to confirm the theoretical analysis.

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Abstr. Appl. Anal., Volume 2014, Special Issue (2014), Article ID 282190, 10 pages.

First available in Project Euclid: 7 October 2014

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Zhang, Yuxin. Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation. Abstr. Appl. Anal. 2014, Special Issue (2014), Article ID 282190, 10 pages. doi:10.1155/2014/282190. https://projecteuclid.org/euclid.aaa/1412687046

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