Title : ( An extension of the Gegenbauer pseudospectral method for the time fractional Fokker-Planck equation )
Authors: Mohammad Mahdi Izadkhah , Jafar Saberi- Nadjafi , Faezeh Toutounian Mashhad ,
Full TextAbstract
The time fractional Fokker-Planck equation has been used in many physical transport problems which take place under the influence of an external force field. In this paper we examine pseudospectral method based on Gegenbauer polynomials and Chebyshev spectral differentiationmatrix to solve numerically a class of initial-boundary value problems of the time fractional Fokker-Planck equation on a finite domain. The presentedmethod reduces themain problem to a generalized Sylvester matrix equation, which can be solved by the global generalized minimal residual method. Some numerical experiments are considered to demonstrate the accuracy and the efficiency of the proposed computational procedure.
Keywords
, anomalous diffusion, fractional Fokker-Planck equations, Gegenbauer polynomials, generalized Sylvester matrix equation, global GMRES, pseudospectral methods, Riemman-Liouville fractional derivative
@article{paperid:1066351,
author = {Izadkhah, Mohammad Mahdi and Saberi- Nadjafi, Jafar and Toutounian Mashhad, Faezeh},
title = {An extension of the Gegenbauer pseudospectral method for the time fractional Fokker-Planck equation},
journal = {Mathematical Methods in the Applied Sciences},
year = {2018},
volume = {41},
number = {1},
month = {January},
issn = {0170-4214},
pages = {1--15},
numpages = {14},
keywords = {anomalous diffusion; fractional Fokker-Planck equations; Gegenbauer polynomials; generalized
Sylvester matrix equation; global GMRES; pseudospectral methods; Riemman-Liouville fractional
derivative},
}
%0 Journal Article
%T An extension of the Gegenbauer pseudospectral method for the time fractional Fokker-Planck equation
%A Izadkhah, Mohammad Mahdi
%A Saberi- Nadjafi, Jafar
%A Toutounian Mashhad, Faezeh
%J Mathematical Methods in the Applied Sciences
%@ 0170-4214
%D 2018
