A space-time spectral collocation method for solving the variable-order fractional fokker-planck equation
JOURNAL OF APPLIED ANALYSIS AND COMPUTATION(2023)
摘要
A numerical approach for solving the variable-order fractional Fokker -Planck equation (VO-FFPE) is proposed. The computational scheme is based on the shifted Legendre Gauss-Lobatto and the shifted Chebyshev Gauss-Radau collocation methods. The VO-FFPE is written as a truncated series of shifted Legendre and shifted Chebyshev polynomials for space and time variables, respectively. The residuals of the VO-FFPE at the shifted Legen-dre Gauss-Lobatto and shifted Chebyshev Gauss-Radau quadrature points are estimated. The original problem is converted into a system of algebraic equa-tions that can be solved easily. Several examples are presented to demonstrate the efficacy of the technique.
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关键词
Fractional calculus, Caputo fractional derivative of variable or-der, fractional Fokker-Planck equation, spectral collocation method
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