Fractional Fokker-Planck Equation
Copyright policy )Fractional Fokker-Planck Equation
We shall discuss the numerical solution of the Cauchy problem for the fully fractional Fokker-Planck (fFP) equation in connection with Sinc convolution methods. The numerical approximation is based on Caputo and Riesz-Feller fractional derivatives. The use of the transfer function in Laplace and Fourier spaces in connection with Sinc convolutions allow to find exponentially converging computing schemes. Examples using different initial conditions demonstrate the effective computations with a small number of grid points on an infinite spatial domain.
- University of Utah United States
- Hochschule Ulm Germany
- University of Ulm Germany
- German University in Cairo Egypt
computation, integral equations, fractional Fokker Planck equation, <i>Caputo</i> derivative, Caputo derivative, Convolution as an integral transform, Sinc methods, Software, source code, etc. for problems pertaining to quantum theory, Integralgleichung, Numerical interpolation, QA1-939, Fractional Fokker Planck equation, Integral equations, Approximation, approximation, info:eu-repo/classification/ddc/510, sinc methods; approximation; computation; integral equations; <i>Riesz-Feller</i> derivative; <i>Caputo</i> derivative; fractional Fokker Planck equation, Fokker-Planck equation, sinc methods, <i>Riesz-Feller</i> derivative, Fractional partial differential equations, Riesz-Feller derivative, Galerkin methods, Computation, Numerical integration, Fokker-Planck equations, Mathematics
computation, integral equations, fractional Fokker Planck equation, <i>Caputo</i> derivative, Caputo derivative, Convolution as an integral transform, Sinc methods, Software, source code, etc. for problems pertaining to quantum theory, Integralgleichung, Numerical interpolation, QA1-939, Fractional Fokker Planck equation, Integral equations, Approximation, approximation, info:eu-repo/classification/ddc/510, sinc methods; approximation; computation; integral equations; <i>Riesz-Feller</i> derivative; <i>Caputo</i> derivative; fractional Fokker Planck equation, Fokker-Planck equation, sinc methods, <i>Riesz-Feller</i> derivative, Fractional partial differential equations, Riesz-Feller derivative, Galerkin methods, Computation, Numerical integration, Fokker-Planck equations, Mathematics
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