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

被引：43
|
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
  • [41] Finite dimensional Fokker-Planck equations for continuous time random walk limits
    Busani, Ofer
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2017, 127 (05) : 1496 - 1516
  • [42] Implicit numerical approximation scheme for the fractional Fokker-Planck equation
    Wu, Chunhong
    Lu, Linzhang
    APPLIED MATHEMATICS AND COMPUTATION, 2010, 216 (07) : 1945 - 1955
  • [43] Indispensable finite time corrections for Fokker-Planck equations from time series data
    Ragwitz, M
    Kantz, H
    PHYSICAL REVIEW LETTERS, 2001, 87 (25) : 254501 - 1
  • [44] AN OPERATOR SPLITTING SCHEME FOR THE FRACTIONAL KINETIC FOKKER-PLANCK EQUATION
    Duong, Manh Hong
    Lu, Yulong
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2019, 39 (10) : 5707 - 5727
  • [45] Numerical Method for the Time Fractional Fokker-Planck Equation
    Cao, Xue-Nian
    Fu, Jiang-Li
    Huang, Hu
    ADVANCES IN APPLIED MATHEMATICS AND MECHANICS, 2012, 4 (06) : 848 - 863
  • [46] Fractional (space-time) Fokker-Planck equation
    El-Wakil, SA
    Elhanbaly, A
    Zahran, MA
    CHAOS SOLITONS & FRACTALS, 2001, 12 (06) : 1035 - 1040
  • [47] Numerical algorithm for the time fractional Fokker-Planck equation
    Deng, Weihua
    JOURNAL OF COMPUTATIONAL PHYSICS, 2007, 227 (02) : 1510 - 1522
  • [48] Invariants of Fokker-Planck equations
    Sumiyoshi Abe
    The European Physical Journal Special Topics, 2017, 226 : 529 - 532
  • [49] Invariants of Fokker-Planck equations
    Abe, Sumiyoshi
    EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS, 2017, 226 (03): : 529 - 532
  • [50] High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
    Karatay, Ibrahim
    Bayramoglu, Serife R.
    SCIENTIFIC WORLD JOURNAL, 2014,
12345