کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1707781 1519470 2015 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A high order compact finite difference scheme for time fractional Fokker–Planck equations
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
A high order compact finite difference scheme for time fractional Fokker–Planck equations
چکیده انگلیسی

In this paper, a high order compact (HOC) scheme for time fractional Fokker–Planck equations with variable convection is constructed. The scheme is studied using its matrix form by the energy method. We find that the difficulty arising from the variable coefficient can be overcome by simple modifications of the coefficient matrices. The scheme is shown to be stable and convergent with order τ2−α+h4τ2−α+h4 which is higher than some recently studied schemes. Numerical examples are given to justify the theoretical analysis.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics Letters - Volume 43, May 2015, Pages 38–43
نویسندگان
, ,