A high order compact finite difference scheme for time fractional Fokker-Planck equations

被引：41
|
作者：
Vong, Seakweng [1 ]
Wang, Zhibo [1 ]
机构：
[1] Univ Macau, Dept Math, Taipa, Macau, Peoples R China
来源：
APPLIED MATHEMATICS LETTERS | 2015年 / 43卷
关键词：
Fractional Fokker-Planck equation; High order compact difference scheme; Energy method; Stability; Convergence; DIFFUSION EQUATIONS;
D O I：
10.1016/j.aml.2014.11.007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a high order compact (HOC) scheme for time fractional Fokker-Planck equations with variable convection is constructed. The scheme is studied using its matrix form by the energy method. We find that the difficulty arising from the variable coefficient can be overcome by simple modifications of the coefficient matrices. The scheme is shown to be stable and convergent with order tau(2-alpha) + h(4) which is higher than some recently studied schemes. Numerical examples are given to justify the theoretical analysis. (C) 2014 Elsevier Ltd. All rights reserved.
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页码：38 / 43
页数：6
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