Numerical solutions for solving time fractional Fokker–Planck equations based on spectral collocation methods

摘要

In this paper, we consider the numerical solution of the time fractional Fokker-Planck equation. We propose a spectral collocation method in both temporal and spatial discretizations with a spectral expansion of Jacobi interpolation polynomial for this equation. The convergence of the method is rigorously established. Numerical tests are carried out to confirm the theoretical results.