Numerical Method for the Time Fractional Fokker-Planck Equation  

作　　者：Xue-Nian Cao Jiang-Li Fu Hu Huang 

机构地区：[1]School of Mathematics and Computational Science,Hunan Key Laboratory for Computation and Simulation in Science and Engineering,Xiangtan University,Hunan 411105,China

出　　处：《Advances in Applied Mathematics and Mechanics》2012年第6期848-863,共16页应用数学与力学进展（英文）

基　　金：This work is supported by projects from Hunan Provincial Science and Technology Department(No.2010JT4054);the National Natural Science Foundation of China(No.11171282 and No.10971175).The authors wish to express their sincere thanks for the reviewer’s constructive suggestions.

摘　　要：In this paper,a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed.The analysis of local truncation error and the stability of this method are investigated.Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.

关 键 词：Fractional Fokker-Planck equation Riemann-Liouville fractional derivative truncation error STABILITY 

分 类 号：O17[理学—数学]