A monotone finite volume method for time fractional Fokker-Planck equations

• 来源期刊: 中国科学：数学（英文版）
• 年，卷（期）: 2019,（4）
• 页码范围: 783-794
• 页数: 12页
• 语种: 英文

摘要

We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability.We show that the convergence rate of this method is of order 1 in the space and if the space grid becomes sufficiently fine,the convergence rate can be improved to order 2.Numerical results are given to support our theoretical findings.One characteristic of our method is that it has monotone property such that it keeps the nonnegativity of some physical variables such as density,concentration,etc.