兰州大学机构库 >数学与统计学院
FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION
Deng, WH(邓伟华); Deng, WH (reprint author), Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China.
2008
Source PublicationSIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN0036-1429
Volume47Issue:1Pages:204-226
AbstractWe develop the finite element method for the numerical resolution of the space and time fractional Fokker-Planck equation, which is an effective tool for describing a process with both traps and flights; the time fractional derivative of the equation is used to characterize the traps, and the flights are depicted by the space fractional derivative. The stability and error estimates are rigorously established, and we prove that the convergent order is O(k(2-alpha) + h(mu)), where k is the time step size and h the space step size. Numerical computations are presented which demonstrate the effectiveness of the method and confirm the theoretical claims.
KeywordFinite Element Method Fractional Fokker-planck Equation Levy Flights Stability Convergence
Subject AreaMathematics
DOI10.1137/080714130
Indexed BySCIE ; EI
Language英语
Funding Project国家自然科学基金项目 ; 中央高校基本科研业务费专项资金
Project NumberNational Natural Science Foundation of China [10801067] ; Fundamental Research Fund for Physics and Mathematics of Lanzhou University [Lzu07001]
WOS IDWOS:000263103800010
Funding OrganizationNSFC ; LZU
SubtypeArticle
EI ID20102212959308
DepartmentLanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
Citation statistics
Cited Times:372[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttps://ir.lzu.edu.cn/handle/262010/118104
Collection数学与统计学院
Corresponding AuthorDeng, WH (reprint author), Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China.
Recommended Citation
GB/T 7714
Deng, WH,Deng, WH . FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2008,47(1):204-226.
APA Deng, WH,&Deng, WH .(2008).FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION.SIAM JOURNAL ON NUMERICAL ANALYSIS,47(1),204-226.
MLA Deng, WH,et al."FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION".SIAM JOURNAL ON NUMERICAL ANALYSIS 47.1(2008):204-226.
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