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.
引用
收藏
页码：38 / 43
页数：6
相关论文
共 50 条
  • [31] GENERALIZED CONTINUOUS TIME RANDOM WALKS, MASTER EQUATIONS, AND FRACTIONAL FOKKER-PLANCK EQUATIONS
    Angstmann, C. N.
    Donnelly, I. C.
    Henry, B. I.
    Langlands, T. A. M.
    Straka, P.
    SIAM JOURNAL ON APPLIED MATHEMATICS, 2015, 75 (04) : 1445 - 1468
  • [32] Boundary value problems of fractional Fokker-Planck equations
    Aleroev, Temirkhan S.
    Aleroeva, Hedi T.
    Huang, Jianfei
    Tamm, Mikhail V.
    Tang, Yifa
    Zhao, Yue
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017, 73 (06) : 959 - 969
  • [33] TIME AVERAGES FOR KINETIC FOKKER-PLANCK EQUATIONS
    Brigati, Giovanni
    KINETIC AND RELATED MODELS, 2022, : 524 - 539
  • [34] A NOVEL HIGH ORDER SPACE-TIME SPECTRAL METHOD FOR THE TIME FRACTIONAL FOKKER-PLANCK EQUATION
    Zheng, Minling
    Liu, Fawang
    Turner, Ian
    Anh, Vo
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2015, 37 (02): : A701 - A724
  • [35] The finite volume scheme preserving maximum principle for two-dimensional time-fractional Fokker-Planck equations on distorted meshes
    Yang, Xuehua
    Zhang, Haixiang
    Zhang, Qi
    Yuan, Guangwei
    Sheng, Zhiqiang
    APPLIED MATHEMATICS LETTERS, 2019, 97 : 99 - 106
  • [36] Fractional Fokker-Planck equation
    El-Wakil, SA
    Zahran, MA
    CHAOS SOLITONS & FRACTALS, 2000, 11 (05) : 791 - 798
  • [37] Fractional Fokker-Planck Equation
    Baumann, Gerd
    Stenger, Frank
    MATHEMATICS, 2017, 5 (01):
  • [38] FRACTIONAL FOKKER-PLANCK EQUATION
    Tristani, Isabelle
    COMMUNICATIONS IN MATHEMATICAL SCIENCES, 2015, 13 (05) : 1243 - 1260
  • [39] Nonstandard finite difference schemes for linear and non-linear Fokker-Planck equations
    Neena, A. S.
    Clemence-Mkhope, Dominic P.
    Awasthi, Ashish
    JOURNAL OF ENGINEERING MATHEMATICS, 2024, 145 (01)
  • [40] New Exact Solutions and Conservation Laws to the Fractional-Order Fokker-Planck Equations
    Kadkhoda, Nematollah
    Lashkarian, Elham
    Inc, Mustafa
    Akinlar, Mehmet Ali
    Chu, Yu-Ming
    SYMMETRY-BASEL, 2020, 12 (08):
12345