Numerical Treatments for the Fractional Fokker-Planck Equation

Kholod M. Abualnaja^1,

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

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

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.

Keywords:
adomian decomposition method variationalal iteration method lagrange Multiplier-Caputo fractional derivative fractional Fokker-Planck equation

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