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A two-dimensional Haar wavelet approach for the numerical simulations of time and space fractional Fokker–Planck equations in modelling of anomalous diffusion systems

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Abstract

In this paper, the numerical solution for the fractional order Fokker–Planck equation has been presented using two dimensional Haar wavelet collocation method. Two dimensional Haar wavelet method is applied to compute the numerical solution of nonlinear time- and space-fractional Fokker–Planck equation. The approximate solutions of the nonlinear time- and space-fractional Fokker–Planck equation are compared with the exact solutions as well as solutions available in open literature. The present scheme is very simple, effective and convenient for obtaining numerical solution of the time and space-fractional Fokker–Planck equation.

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Acknowledgments

This research work was financially supported by DST, Government of India under Grant No. SR/S4/MS.:722/11.

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Authors and Affiliations

  1. Department of Mathematics, National Institute of Technology, Rourkela, 769008, India

    S. Saha Ray & A. K. Gupta

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  1. S. Saha Ray
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  2. A. K. Gupta
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Correspondence to S. Saha Ray.

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Saha Ray, S., Gupta, A.K. A two-dimensional Haar wavelet approach for the numerical simulations of time and space fractional Fokker–Planck equations in modelling of anomalous diffusion systems. J Math Chem 52, 2277–2293 (2014). https://doi.org/10.1007/s10910-014-0384-3

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  • DOI: https://doi.org/10.1007/s10910-014-0384-3

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