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A transformed L 1 Legendre-Galerkin spectral method for time fractional Fokker-Planck equations
Networks and Heterogeneous Media 2023, 18(2): 799-812
Published: 15 June 2023
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The numerical solutions of time α-order ( α ( 0 , 1 ) ) Caputo fractional Fokker-Planck equations is considered. The constructed method is consist of the transformed L 1 ( T L 1) scheme in the temporal direction and the Legendre-Galerkin spectral method in the spatial direction. It has been shown that the T L 1 Legendre-Galerkin spectral method in L 2 -norm is exponential order convergent in space and ( 2 α)-th order convergent in time. Several numerical examples are given to verify the obtained theoretical results.

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