کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1708373 1012822 2012 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finite difference/predictor–corrector approximations for the space and time fractional Fokker–Planck equation
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
Finite difference/predictor–corrector approximations for the space and time fractional Fokker–Planck equation
چکیده انگلیسی

In this work, by using the properties of the Riemann–Liouville derivative and the Caputo derivative, we firstly transform the space and time fractional, in the sense of the Riemann–Liouville derivative, Fokker–Planck equation to a new fractional PDE with a Caputo time derivative. After discretizing the spatial (classical and fractional) derivatives of the new fractional PDE using a finite difference method, we use the predictor–corrector approach to approximate the FODEs obtained. Conditional stability and convergence of the numerical scheme are rigorously established. We prove that the numerical scheme is stable and that the numerical solution converges to the exact solution with order O(h+kmin{1+2α,2})O(h+kmin{1+2α,2}) if kα/hμ

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics Letters - Volume 25, Issue 11, November 2012, Pages 1815–1821
نویسندگان
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