Pseudo-spectral Matrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation
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Abstract:
This paper presents a new numerical method to solve time fractional Fokker-Planck equation. The space dimension is discretized to the Gauss-Lobatto points, then we apply pseudo-spectral successive integration matrix for this dimension. This approach shows that with less number of points, we can approximate the solution with more accuracy. The numerical results of the examples are displayed.
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Journal title
volume 13 issue 1
pages 1- 13
publication date 2021-09-01
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