FFPEDDIC

Solver for Fractional Fokker-Planck Equation with Dirac-Delta Initial Conditions

chebfun-master is from chebfun

The primary implementation resides in C_FFPESolverV1M.m, which contains all relevant method definitions. Example usages of key methods can be found in test_step07a_accuracy_verification.m and test_step07b_graph_plot.m.

The files C_FFPEHalfAlpha.m, C_FFPEOneThirdAlpha.m, C_FFPETwoThirdsAlpha.m, and C_FFPERationalAlpha.m implement specialized solver classes corresponding to the special cases $\alpha = 1 / 2$, $\alpha = 1 / 3$, $\alpha = 2 / 3$, and $\alpha = p / q$, respectively. Example scripts demonstrating their usage are provided in test_extra03c_special_case_graph_plot.m and test_step07a_accuracy_verification.m.

Citation

Please cite our paper if you find this repo useful:

@article{ye2024fast,
    title={A fast and accurate solver for the fractional Fokker-Planck equation with Dirac-Delta initial conditions},
    author={Ye, Qihao and Tian, Xiaochuan and Wang, Dong},
    journal={arXiv preprint arXiv:2407.15315},
    year={2024}
}

Manuscript: [ ArXiv Version ]

Accepted by SIAM Journal on Scientific Computing (SISC)