标题:Finite difference scheme for the time-fractional Fokker-Planck equation with time- and space-dependent forcing
作者:Yan, Shuqing; Cui, Mingrong
作者机构:[Yan, Shuqing; Cui, Mingrong] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
通讯作者:Cui, Mingrong;Cui, MR
通讯作者地址:[Cui, MR]Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
来源:INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
出版年:2019
卷:96
期:2
页码:379-398
DOI:10.1080/00207160.2018.1461214
关键词:Fokker-Planck equation; fractional; finite-difference scheme; time- and; space-dependent forcing; stability; convergence
摘要:This paper presents the finite difference scheme for the time-fractional Fokker-Planck equation with the external force and source term which depends on space and time. We prove the stability and convergence of the numerical scheme by the energy method. The spatial error is O(h(2)) in the discrete L-2-norm, and O(tau) for the time discretization with uniform stepsize tau when alpha is an element of (1/2, 1). The numerical examples verify these theoretical results.
收录类别:EI;SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85045726684&doi=10.1080%2f00207160.2018.1461214&partnerID=40&md5=e5190601d1bfc8de5ffe345a1c824642
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