Numerical algorithms for the time-space tempered fractional Fokker-Planck equation

Numerical algorithms for the time-space tempered fractional Fokker-Planck equation

Abstract This paper aims to provide the high order numerical schemes for the time-space tempered fractional Fokker-Planck equation in a finite domain. The high order difference operators, called the tempered and weighted and shifted Lubich difference operators, are used to approximate the time tempe...

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Bibliographic Details
Main Authors: Xiaorui Sun, Fengqun Zhao, Shuiping Chen
Format: Article
Language:English
Published: SpringerOpen 2017-08-01
Series:Advances in Difference Equations
Subjects:
tempered fractional Fokker-Planck equation
weighted and shifted Lubich difference operators
fractional central difference operator
stability
convergence
Online Access:http://link.springer.com/article/10.1186/s13662-017-1317-9

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http://link.springer.com/article/10.1186/s13662-017-1317-9

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