Finite difference approximations for the fractional Fokker–Planck equation
✍ Scribed by S. Chen; F. Liu; P. Zhuang; V. Anh
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 252 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0307-904X
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Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich
## Abstract The paper considers the solution of the Fokker‐Planck‐Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is car