Numerical solution of the space fractional Fokker-Planck equation

Journal of Computational and Applied Mathematics

Volumn 166, Issue 1, 2004, Pages 209-219

  Liu, F ^a,b   Anh, V ^b   Turner, I ^b  

^a XIAMEN UNIVERSITY   (China)

^b QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

stable densities; Fokker Planck equation; Fractional derivative; Heavy tailed motions; L vy motion

Indexed keywords

BROWNIAN MOVEMENT; COMPUTATIONAL METHODS; COMPUTER SIMULATION; NUMERICAL METHODS; ORDINARY DIFFERENTIAL EQUATIONS; PROBABILITY DISTRIBUTIONS;

HEAVY TAILED MOTIONS; SPACE FRACTIONAL FOKKER-PLANCK EQUATIONS (SFFPE);

PROBLEM SOLVING;

MATHEMATICAL ANALYSIS;

EID: 1542425102     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2003.09.028     Document Type: Article

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