NUMERICAL SOLUTION OF TIME-FRACTIONAL ORDER FOKKER-PLANCK EQUATION

A. Prakash, M. Kumar

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Abstract

In this article, new iterative method (NIM) is employed to nd the numerical solution of linear and nonlinear time-fractional order Fokker-Planck equation (FPE), which is applied in many elds of engineering and applied science. The introduced technique renders an analytical solution in the form of a convergent series with easily computable components without using any restrictive assumptions. Three numerical examples are tested using this method. Plotted graph illustrate the eciency and accuracy of the proposed method.

Keywords

Fokker-Planck equation; New iterative method (NIM); Analytic solution, Caputo fractional derivative.