Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation

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...

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Main Author: Yuxin Zhang
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/282190
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author Yuxin Zhang
author_facet Yuxin Zhang
author_sort Yuxin Zhang
collection DOAJ
description 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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institution Kabale University
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publishDate 2014-01-01
publisher Wiley
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series Abstract and Applied Analysis
spelling doaj-art-83dbe990e7aa417da06f3b76efd9da552025-02-03T06:07:59ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/282190282190Numerical Treatment of the Modified Time Fractional Fokker-Planck EquationYuxin Zhang0School of Mathematics and Statistics, Tianshui Normal University, Tianshui 741001, ChinaA 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.http://dx.doi.org/10.1155/2014/282190
spellingShingle Yuxin Zhang
Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
Abstract and Applied Analysis
title Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
title_full Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
title_fullStr Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
title_full_unstemmed Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
title_short Numerical Treatment of the Modified Time Fractional Fokker-Planck Equation
title_sort numerical treatment of the modified time fractional fokker planck equation
url http://dx.doi.org/10.1155/2014/282190
work_keys_str_mv AT yuxinzhang numericaltreatmentofthemodifiedtimefractionalfokkerplanckequation