Open AccessNumerical Solutions of Fractional Fokker-Planck Equations Using Iterative Laplace Transform Method
Author(s) -
Limei Yan
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/465160
Subject(s) - mathematics , laplace transform , laplace transform applied to differential equations , linearization , mathematical analysis , iterative method , convergent series , inverse laplace transform , two sided laplace transform , fractional calculus , numerical analysis , partial differential equation , mathematical optimization , nonlinear system , fourier transform , fractional fourier transform , physics , fourier analysis , quantum mechanics , power series
A relatively new iterative Laplace transform method, which combines two methods; the iterative method and the Laplace transform method, is applied to obtain the numerical solutions of fractional Fokker-Planck equations. The method gives numerical solutions in the form of convergent series with easily computable components, requiring no linearization or small perturbation. The numerical results show that the approach is easy to implement and straightforward when applied to space-time fractional Fokker-Planck equations. The method provides a promising tool for solving space-time fractional partial differential equations
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