NUMERICAL SOLUTION OF TIME-FRACTIONAL ORDER FOKKER-PLANCK EQUATION

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.

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