Implicit numerical approximation scheme for the fractional Fokker-Planck equation

被引：7
|
作者：
Wu, Chunhong [1 ]
Lu, Linzhang [2 ]
机构：
[1] Xiamen Univ Technol, Dept Math & Phys, Xiamen 361024, Peoples R China
[2] Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 216卷 / 07期
关键词：
Fractional Fokker-Planck equation; Subdiffusion; Numerical method; Stability; Convergence; FINITE-DIFFERENCE METHOD; DIFFUSION EQUATION; RANDOM-WALK; STABILITY; DYNAMICS; MODEL; FLOW;
D O I：
10.1016/j.amc.2010.03.024
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider an anomalous subdiffusion process, governed by fractional Fokker-Planck equation. An effective numerical method for approximating Fokker-Planck equation in a bounded domain is presented. The stability and convergence of the numerical method are analyzed. Some numerical examples are presented to show the application of the present technique. The numerical results exhibit the good performance of our theoretical analysis. (C) 2010 Elsevier Inc. All rights reserved.
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页码：1945 / 1955
页数：11
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