A SPACE-TIME SPECTRAL COLLOCATION METHOD FOR SOLVING THE VARIABLE-ORDER FRACTIONAL FOKKER-PLANCK EQUATION

• Type: Article in International Scientific Journal
• Date: 2023

Authors

Amin, AZ (Author) Other; António Mendes Lopes (Author) FEUP; Hashim, I (Author) Other

Journal

The Journal is awaiting validation by the Administrative Services.

Title: JOURNAL OF APPLIED ANALYSIS AND COMPUTATION

Vol. 13

Pages: 969-985

ISSN: 2156-907X

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Other information

Authenticus ID: P-00Y-7WA

DOI: 10.11948/20220254

Abstract (EN): 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 17