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Chunhong Wu, Linzhang Lu, Implicit numerical approximation scheme for the fractional Fokker–Planck equation, Applied Mathematics and Computation, 216 ( 7), PP 1945-1955, 2010.

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Article

Numerical Treatments for the Fractional Fokker-Planck Equation

1Department of Mathematics, Umm Al-Qura University, Makkah, Kingdom of Saudi Arabia


American Journal of Numerical Analysis. 2014, Vol. 2 No. 6, 167-176
DOI: 10.12691/ajna-2-6-1
Copyright © 2014 Science and Education Publishing

Cite this paper:
Kholod M. Abualnaja. Numerical Treatments for the Fractional Fokker-Planck Equation. American Journal of Numerical Analysis. 2014; 2(6):167-176. doi: 10.12691/ajna-2-6-1.

Correspondence to: Kholod  M. Abualnaja, Department of Mathematics, Umm Al-Qura University, Makkah, Kingdom of Saudi Arabia. Email: kmaboualnaja@uqu.edu.sa

Abstract

In this paper, by introducing the fractional derivative in the sense of Caputo, of the Adomian decomposition method and the variational iteration method are directly extended to Fokker – Planck equation with time-fractional derivatives, as result the realistic numerical solutions are obtained in a form of rapidly convergent series with easily computable components. The figures show the effectiveness and good accuracy of the proposed methods.

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