Deng, Weihua Finite element method for the space and time fractional Fokker-Planck equation. (English) Zbl 1416.65344 SIAM J. Numer. Anal. 47, No. 1, 204-226 (2009). Summary: We develop the finite element method for the numerical resolution of the space and time fractional Fokker-Planck equation, which is an effective tool for describing a process with both traps and flights; the time fractional derivative of the equation is used to characterize the traps, and the flights are depicted by the space fractional derivative. The stability and error estimates are rigorously established, and we prove that the convergent order is \(O(k^{2-\alpha}+h^\mu)\), where \(k\) is the time step size and \(h\) the space step size. Numerical computations are presented which demonstrate the effectiveness of the method and confirm the theoretical claims. Cited in 307 Documents MSC: 65M60 Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs 35Q84 Fokker-Planck equations 35R11 Fractional partial differential equations 65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs 65M15 Error bounds for initial value and initial-boundary value problems involving PDEs Keywords:finite element method; fractional Fokker-Planck equation; Lévy flights; stability; convergence Software:FODE PDFBibTeX XMLCite \textit{W. Deng}, SIAM J. Numer. Anal. 47, No. 1, 204--226 (2009; Zbl 1416.65344) Full Text: DOI