Pseudo-spectral ‎M‎atrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation

Subject Areas : International Journal of Industrial Mathematics

سعید غلامی ¹ (Department of Mathematics, East Tehran Branch, Islamic Azad University, Tehran, Iran.)
اسماعیل بابلیان ² (Faculty of Mathematical Sciences and Computer, Kharazmy University, Tehran, Iran.)
محمد جاویدی ³ (Department of Mathematics, Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran.)

Received: 2017-04-07 Accepted : 2018-11-29 Published : 2021-01-01

Keywords: Fractional Fokker-Planck ‎Equation, Pseudo-Spectral Integration Matrix, Grunwald-Letnikov Derivative, Gauss-Lobatto Points,

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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