Article ID Journal Published Year Pages File Type
8052591 Applied Mathematical Modelling 2015 14 Pages PDF
Abstract
This paper presents a new analysis of stability and convergence for finite difference methods used to solve the time fractional Fokker-Planck equation. We show the monotone properties of the numerical solutions with respect to initial values and truncation errors, based on which we prove the stability and convergence under discrete L1 norm.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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