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2014 Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
Yuxin Zhang
Abstr. Appl. Anal. 2014(SI24): 1-10 (2014). DOI: 10.1155/2014/282190


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+h4), 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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Yuxin Zhang. "Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation." Abstr. Appl. Anal. 2014 (SI24) 1 - 10, 2014.


Published: 2014
First available in Project Euclid: 7 October 2014

zbMATH: 07022083
MathSciNet: MR3191030
Digital Object Identifier: 10.1155/2014/282190

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI24 • 2014
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