NUMERICAL SOLUTION OF FOKKER-PLANCK-KOLMOGOROV TIME FRACTIONAL DIFFERENTIAL EQUATIONS USING LEGENDRE WAVELET METHOD ALONG WITH CONVERGENCE AND ERROR ANALYSIS.

The aim of this paper is to numerically solve the Fokker-Planck-Kolmogorov fractional-time differential equations using the Legendre wavelet. Also, we analyzed the convergence of function approximation using Legendre wavelets. Introduced the absolute value between the exact answer and the approximate answer obtained by the given numerical methods, and analyzed the error of the numerical method. This method has the advantage of being simple to solve. The results revealed that the suggested numerical method is highly accurate and effective. The results for some numerical examples are documented in table and graph form to elaborate on the efficiency and precision of the suggested method. The simulation was carried out using MATLAB software. In this paper and for the first time, the authors presented results on the numerical simulation for classes of time-fractional differential equations. The authors applied the reproducing Legendre wavelet method for the numerical solutions of nonlinear Fokker-Planck-Kolmogorov time-fractional differential equation. The method presented in the present study can be used by programmers, engineers, and other researchers in this field. [ABSTRACT FROM AUTHOR]