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A monotone finite volume method for time fractional Fokker-Planck equations
被引：0
作者：
Yingjun Jiang
Xuejun Xu
机构：
[1] Changsha University of Science and Technology,School of Mathematics and Statistics
[2] Chinese Academy of Sciences,Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science
[3] Tongji University,School of Mathematical Sciences
来源：
Science China Mathematics
|
2019年
/
62卷
关键词：
time fractional Fokker-Planck equations;
finite volume methods;
monotone convergence;
65M12;
65M06;
35S10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is of order 1 in the space and if the space grid becomes suffciently fine, the convergence rate can be improved to order 2. Numerical results are given to support our theoretical findings. One characteristic of our method is that it has monotone property such that it keeps the nonnegativity of some physical variables such as density, concentration, etc.
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页码：783 / 794
页数：11
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