Numerical Method for The Time Fractional Fokker-Planck Equation
2012 ◽
Vol 4
(06)
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pp. 848-863
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AbstractIn 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.
2019 ◽
Vol 40
(2)
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pp. 1217-1240
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Keyword(s):
1981 ◽
Vol 79
(3)
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pp. 269-277
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Keyword(s):
Keyword(s):