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In this paper, a high-order numerical algorithm is derived for a class of time fractional Fokker–Planck equations. To avoid discrete approximation of convection term, we first transform the original equation into an equivalent form, then the spatial derivative and time Riemann–Liouville derivative are approximated by a fourth-order compact formula and a second-order midpoint formula, respectively. The stability and convergence of the developed difference scheme is studied by the energy method. Finally, numerical experiments are provided to demonstrate the effectiveness of the algorithm. [ABSTRACT FROM AUTHOR]

The main goal of this article is to establish a new 4th-order numerical differential formula to approximate Riesz derivatives which is obtained by means of a newly established generating function. Then the derived formula is used to solve the Riesz space fractional advection-dispersion equation. Meanwhile, by the energy method, it is proved that the difference scheme is unconditionally stable and convergent with order 𝓞(τ2 + h4). Finally, several numerical examples are given to show that the numerical convergence orders of the numerical differential formulas and the finite difference scheme are in line with the theoretical analysis. [ABSTRACT FROM AUTHOR]

In this paper, applying a novel second-order numerical approximation formula for the Riesz derivative and Crank–Nicolson technique for the temporal derivative, a numerical algorithm is constructed for the two-dimensional spatial fractional diffusion equation with convergence order, whereτ,andare the temporal and spatial step sizes, respectively. It is proved that the proposed algorithm is unconditionally stable and convergent by using the energy method. Meanwhile, by adding the high-order perturbation items for the above numerical scheme, an alternating direction implicit difference scheme is also constructed. Finally, some numerical results are presented to demonstrate the validity of theoretical analysis and show the accuracy and effectiveness of the method described herein. [ABSTRACT FROM AUTHOR]

In recent years, fractional differential equations have attracted much attention due to their wide application. In this paper, we present a novel numerical method for the space–time Riesz–Caputo fractional diffusion equation, which discrete the Riesz derivative by a fourth-order fractional-compact difference scheme, then the above space–time Riesz–Caputo fractional diffusion equation change into a fractional ordinary differential equation (FODE) system. Again using Laplace and inverse Laplace transforms, one can get the analytical solution of the FODE system, furthermore, we approximate the Mittag-Leffler function by the global Padé approximation and obtain the numerical method for the space–time Riesz–Caputo fractional diffusion equation. Finally, two numerical examples are presented to show that the numerical results are in good line with our theoretical analysis. [ABSTRACT FROM AUTHOR]

In this paper, we develop a new numerical algorithm for solving the Riesz tempered space fractional diffusion equation. The stability and convergence of the numerical scheme are discussed via the technique of matrix analysis. Finally, numerical experiments are performed to confirm the effectiveness of our numerical algorithm. [ABSTRACT FROM AUTHOR]