Skip to main navigation Skip to search Skip to main content

Analytical approximations for Fokker-Planck equations of fractional order in multistep schemes

  • University of Jordan
  • Faculty of Sciences, King Abdulaziz University
  • Al-Balqa Applied University

Research output: Contribution to journalArticlepeer-review

69 Scopus citations

Abstract

This paper deals with constructing approximate solutions for Fokker-Planck equation of fractional order subjected to appropriate initial conditions in the Caputo sense. This approach, so called the multistep reduced differential transform method (MsRTM), offers accurate approximate solutions over a longer time frame compared to the traditional reduced differential transform method. Numerical simulations are performed to illustrate the efficiency, reliability and generality of the multistep approach. Numerical results coupled with graphical representations indicate that the proposed method is fully compatible with the complexity of these fractional equations and convenient to handle a various range of other fractional partial differential equations.

Original languageEnglish
Pages (from-to)319-330
Number of pages12
JournalApplied and Computational Mathematics
Volume15
Issue number3
StatePublished - 2016
Externally publishedYes

Keywords

  • Fokker-Planck Equation
  • Fractional Differential Equation
  • Multi-Step Schemes
  • Reduced Differential Transform Method

Fingerprint

Dive into the research topics of 'Analytical approximations for Fokker-Planck equations of fractional order in multistep schemes'. Together they form a unique fingerprint.

Cite this