Finite difference approximations for the fractional Fokker-Planck equation

Applied Mathematical Modelling

Volumn 33, Issue 1, 2009, Pages 256-273

  Chen, S ^a,b   Liu, F ^a,c   Zhuang, P ^a   Anh, V ^c  

^a XIAMEN UNIVERSITY   (China)

^b QUANZHOU NORMAL UNIVERSITY   (China)

^c QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Finite difference approximation; Fractional Fokker Planck equation; Stability; The energy method

Indexed keywords

BOUNDARY CONDITIONS; BOUNDARY VALUE PROBLEMS; CONVERGENCE OF NUMERICAL METHODS; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); FINITE DIFFERENCE METHOD; INITIAL VALUE PROBLEMS; NUMERICAL ANALYSIS; NUMERICAL METHODS; RECONNAISSANCE AIRCRAFT; TIMING JITTER;

FINITE DIFFERENCE APPROXIMATION; FRACTIONAL FOKKER-PLANCK EQUATION; STABILITY; THE ENERGY METHOD;

FOKKER PLANCK EQUATION;

EID: 51749116733     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2007.11.005     Document Type: Article

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