FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION

doi:10.1137/080714130

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	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 Publication	SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN	0036-1429
Volume	47 Issue:1 Pages:204-226
Abstract	We 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.
Keyword	Finite Element Method Fractional Fokker-planck Equation Levy Flights Stability Convergence
Subject Area	Mathematics
DOI	10.1137/080714130
Indexed By	SCIE ; 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 Number	National Natural Science Foundation of China [10801067] ; Fundamental Research Fund for Physics and Mathematics of Lanzhou University [Lzu07001]
WOS ID	WOS:000263103800010
Funding Organization	NSFC ; LZU
Subtype	Article
EI ID	20102212959308
Department	Lanzhou 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
Identifier	https://ir.lzu.edu.cn/handle/262010/118104
Collection	数学与统计学院
Corresponding Author	Deng, 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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