时间分数阶Fokker-Planck方程有限体积法

A Finite Volume Method for Time Fractional Fokker-Planck Equations

我们设计一种有限体积法求解变外力场下的时间分数阶Fokker-Planck方程,其中外力场与时间空间相关。实验表明该方法在时间上和空间上分别具有一阶和二阶收敛性。

We present a finite volume method for solving the time fractional Fokker-Planck equations with space-and-time-dependent forcing. Numerical test shows that the convergence rates for time and for space are order 1 and order 2 respectively.