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We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…

数值分析 · 数学 2024-03-26 Samir Karaa , Kassem Mustapha , Naveed Ahmed

We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…

偏微分方程分析 · 数学 2024-10-07 Clément Cancès , Léonard Monsaingeon , Andrea Natale

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

数值分析 · 数学 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

数值分析 · 数学 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

数值分析 · 数学 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

数值分析 · 数学 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

数值分析 · 数学 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…

数值分析 · 数学 2021-06-29 Kassem Mustapha , Omar M. Knio , Olivier P. Le Maître

We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…

数值分析 · 数学 2017-11-03 Yingjun Jiang , Xuejun Xu

We investigate a mixed finite element method for the spatial discretization of a time-fractional Allen--Cahn equation defined on a convex polyhedral domain, combined with a nonuniform Alikhanov scheme for the temporal approximation. Under…

数值分析 · 数学 2026-03-13 Abhinav Jha , Samir Karaa , Aditi Tomar

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

数值分析 · 数学 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…

数值分析 · 数学 2016-09-01 Afaf Bouharguane

In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…

偏微分方程分析 · 数学 2016-03-04 Stéphane Mischler , Isabelle Tristani

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

偏微分方程分析 · 数学 2020-01-22 Laurent Lafleche

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

概率论 · 数学 2025-09-12 Yan Luo , Kaicheng Sheng

We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…

数值分析 · 数学 2025-06-19 Timo Sprekeler , Endre Süli , Zhiwen Zhang

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

数值分析 · 数学 2020-11-18 Jean Daniel Mukam , Antoine Tambue

We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…

数值分析 · 数学 2022-08-09 William McLean , Kassem Mustapha

This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…

偏微分方程分析 · 数学 2013-12-06 Isabelle Tristani

A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…

数值分析 · 数学 2020-06-12 Kassem Mustapha
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