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International Journal of Differential Equations
Volume 2010 (2010), Article ID 464321, 22 pages
http://dx.doi.org/10.1155/2010/464321
Research Article

Stability and Convergence of an Effective Numerical Method for the Time-Space Fractional Fokker-Planck Equation with a Nonlinear Source Term

School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, QLD 4001, Australia

Received 25 May 2009; Revised 20 August 2009; Accepted 28 September 2009

Academic Editor: Om Agrawal

Copyright © 2010 Qianqian Yang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

Fractional Fokker-Planck equations (FFPEs) have gained much interest recently for describing transport dynamics in complex systems that are governed by anomalous diffusion and nonexponential relaxation patterns. However, effective numerical methods and analytic techniques for the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional Fokker-Planck equations with a nonlinear source term (TSFFPENST), which involve the Caputo time fractional derivative (CTFD) of order 𝛼 (0, 1) and the symmetric Riesz space fractional derivative (RSFD) of order 𝜇 (1, 2]. Approximating the CTFD and RSFD using the L1-algorithm and shifted Grünwald method, respectively, a computationally effective numerical method is presented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method are investigated. Finally, numerical experiments are carried out to support the theoretical claims.