Numerical solutions for solving time fractional Fokker-Planck equations based on spectral collocation methods

作者：Yang, Yin^*; Huang, Yunqing; Zhou, Yong^*

来源：Journal of Computational and Applied Mathematics, 2018, 339: 389-404.

DOI：10.1016/j.cam.2017.04.003

• Fractional Fokker-Planck equation
• Jacobi collocation method
• Convergence

In this paper, we consider the numerical solution of the time fractional Fokker-Planck equation. We propose a spectral collocation method in both temporal and spatial discretizations with a spectral expansion of Jacobi interpolation polynomial for this equation. The convergence of the method is rigorously established. Numerical tests are carried out to confirm the theoretical results.

• 出版日期2018-9
• 单位湘潭大学