In this paper,a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed.The analysis of local truncation error and the stability of this method are investigated.Theoretical analysis ...In this paper,a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed.The analysis of local truncation error and the stability of this method are investigated.Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.展开更多
Presents a class of modified parallel Rosenbrock methods (MPROW) which possesses more free parameters to improve further the various properties of the methods and will be similarly written as MPROW. Information on par...Presents a class of modified parallel Rosenbrock methods (MPROW) which possesses more free parameters to improve further the various properties of the methods and will be similarly written as MPROW. Information on parallel Rosenbrock methods; Convergence and stability analysis; Discussion on two-stage third-order methods.展开更多
基金This work is supported by projects from Hunan Provincial Science and Technology Department(No.2010JT4054)the National Natural Science Foundation of China(No.11171282 and No.10971175).The authors wish to express their sincere thanks for the reviewer’s constructive suggestions.
文摘In this paper,a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed.The analysis of local truncation error and the stability of this method are investigated.Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.
文摘Presents a class of modified parallel Rosenbrock methods (MPROW) which possesses more free parameters to improve further the various properties of the methods and will be similarly written as MPROW. Information on parallel Rosenbrock methods; Convergence and stability analysis; Discussion on two-stage third-order methods.
