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A backward Euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation. (English) Zbl 1352.65392

The time-fractional Fokker-Planck equation in one space dimension is studied. The equation is discretized in time by the backward Euler scheme and in space by the orthogonal spline collocation method. Error estimates are derived and numerical examples are reported.

MSC:

65M70 Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
35Q84 Fokker-Planck equations
35R11 Fractional partial differential equations
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

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