A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients

Jiaquan Xie, Zhibin Yao, Hailian Gui, Fuqiang Zhao and Dongyang Li

Applied Mathematics and Computation, 2018, vol. 332, issue C, 197-208

Abstract: In the current study, we consider the numerical solutions of the Fokker-Planck equations of time and space fractional derivative type with variable coefficients. The proposed method is based on the two-dimensional Chebyshev wavelet basis together with their corresponding operational matrices of fractional-order integration. The convergence analysis of the proposed method is rigorously established. Numerical tests are carried out to confirm the effectiveness and feasibility of the proposed scheme.

Keywords: Two-dimensional Chebyshev wavelet; Fokker-Planck equations of time and space derivatives type; Variable coefficients; Numerical solutions (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:332:y:2018:i:c:p:197-208

DOI: 10.1016/j.amc.2018.03.040

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