A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients

摘要

In the current study, we consider the numerical solutions of the Fokker-Planck equations of time and space fractional derivative type with variable coefficients. The proposed method is based on the two-dimensional Chebyshev wavelet basis together with their corresponding operational matrices of fractional-order integration. The convergence analysis of the proposed method is rigorously established. Numerical tests are carried out to confirm the effectiveness and feasibility of the proposed scheme. (C) 2018 Elsevier Inc. All rights reserved.