Numerical Solution of Two Dimensional Time-Space Fractional Fokker Planck Equation With Variable Coefficients

Numerical Solution of Two Dimensional Time-Space Fractional Fokker Planck Equation With Variable Coefficients

This paper presents a practical numerical method, an implicit finite-difference scheme for solving a two-dimensional time-space fractional Fokker–Planck equation with space–time depending on variable coefficients and source term, which represents a model of a Brownian particle in a periodic potentia...

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Bibliographic Details
Main Authors: Elsayed I. Mahmoud, Viktor N. Orlov
Format: Article
Language:English
Published: MDPI AG 2021-05-01
Series:Mathematics
Subjects:
two-dimensional time–space fractional Fokker–Planck equation
standard and shifted Grünwald approximation
Riemann–Liouville fractional derivative
Caputo fractional derivative
implicit finite difference scheme
stability and convergence
Online Access:https://www.mdpi.com/2227-7390/9/11/1260

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