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.
引用
收藏
页码：1945 / 1955
页数：11
相关论文
共 50 条
  • [31] Stochastic stability of fractional Fokker-Planck equation
    Zhang, Yutian
    Chen, Feng
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2014, 410 : 35 - 42
  • [32] Fractional Fokker-Planck equation, solution, and application
    Barkai, E
    PHYSICAL REVIEW E, 2001, 63 (04):
  • [33] Anomalous behaviors in fractional Fokker-Planck equation
    Kim, K
    Kong, YS
    JOURNAL OF THE KOREAN PHYSICAL SOCIETY, 2002, 40 (06) : 979 - 982
  • [34] Fractional Fokker-Planck equation for ultraslow kinetics
    Chechkin, AV
    Klafter, J
    Sokolov, IM
    EUROPHYSICS LETTERS, 2003, 63 (03): : 326 - 332
  • [35] From the Langevin equation to the fractional Fokker-Planck equation
    Metzler, R
    Klafter, J
    STOCHASTIC AND CHAOTIC DYNAMICS IN THE LAKES, 2000, 502 : 375 - 380
  • [36] STEEPEST DESCENT APPROXIMATION FOR THE FOKKER-PLANCK EQUATION
    LANGOUCHE, F
    ROEKAERTS, D
    TIRAPEGUI, E
    PHYSICA A, 1979, 97 (01): : 195 - 205
  • [37] Large lattice fractional Fokker-Planck equation
    Tarasov, Vasily E.
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2014,
  • [38] Numerical approach of Fokker-Planck equation with Caputo-Fabrizio fractional derivative using Ritz approximation
    Firoozjaee, M. A.
    Jafari, H.
    Lia, A.
    Baleanu, D.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2018, 339 : 367 - 373
  • [39] Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
    Camilli, Fabio
    Duisembay, Serikbolsyn
    Tang, Qing
    arXiv, 2020,
  • [40] APPROXIMATION OF AN OPTIMAL CONTROL PROBLEM FOR THE TIME-FRACTIONAL FOKKER-PLANCK EQUATION
    Camilli, Fabio
    Duisembay, Serikbolsyn
    Tang, Qing
    JOURNAL OF DYNAMICS AND GAMES, 2021, 8 (04): : 381 - 402
12345