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Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods
Journal article   Peer reviewed

Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods

Yin Yang, Yunqing Huang and Yong Zhou
Journal of computational and applied mathematics, Vol.339, pp.389-404
01/09/2018
DOI: https://doi.org/10.1016/j.cam.2017.04.003

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
In this paper, we consider the numerical solution of the time fractional Fokker-Planck equation. We propose a spectral collocation method in both temporal and spatial discretizations with a spectral expansion of Jacobi interpolation polynomial for this equation. The convergence of the method is rigorously established. Numerical tests are carried out to confirm the theoretical results. (C) 2017 Elsevier B.V. All rights reserved.

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