Numerical solution for the time-fractional Fokker–Planck equation via shifted Chebyshev polynomials of the fourth kind

Abstract

Abstract This paper provides a numerical approach for solving the time-fractional Fokker–Planck equation (FFPE). The authors use the shifted Chebyshev collocation method and the finite difference method (FDM) to present the fractional Fokker–Planck equation into systems of nonlinear equations; the Newton–Raphson method is used to produce approximate results for the nonlinear systems. The results obtained from the FFPE demonstrate the simplicity and efficiency of the proposed method.

Keywords

• Fractional Fokker–Planck equation
• Caputo derivative
• Shifted Chebyshev polynomials of the fourth kind
• Finite difference method