stability and convergence of an effective numerical method for the time-space fractional fokker-planck equation with a nonlinear source term一个有效的数值方法的稳定性和收敛性时空非线性源项和实验所得到分数.pdfVIP

Hindawi Publishing Corporation International Journal of Differential Equations Volume 2010, Article ID 464321, 22 pages doi:10.1155/2010/464321 Research Article Stability and Convergence of an Effective Numerical Method for the Time-Space Fractional Fokker-Planck Equation with a Nonlinear Source Term Qianqian Yang, Fawang Liu, and Ian Turner School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, QLD 4001, Australia Correspondence should be addressed to Fawang Liu, f.liu@.au Received 25 May 2009; Revised 20 August 2009; Accepted 28 September 2009 Academic Editor: Om Agrawal Copyright q 2010 Qianqian Yang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Fractional Fokker-Planck equations FFPEs have gained much interest recently for describing transport dynamics in complex systems that are governed by anomalous diffusion and nonex- ponential relaxation patterns. However, effective numerical methods and analytic techniques for the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional Fokker-Planck equations with a nonlinear source term TSFFPENST, which involve the Caputo time fractional derivative CTFD of order α ∈ 0, 1 and the symmetric Riesz space fractional derivative RSFD of order μ ∈ 1, 2. Approximating the CTFD and RSFD using the L1-algorithm and shifted Grunwald method, respectively, a computationally effective numerical method is pre- ¨ sented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method are investigated. Finally, numerical experiments are car