ANALYTICAL APPROXIMATIONS FOR FOKKER-PLANCK EQUATIONS OF FRACTIONAL ORDER IN MULTISTEP SCHEMES

摘要

This paper deals with constructing approximate solutions for Fokker-Planck equation of fractional order subjected to appropriate initial conditions in the Caputo sense. This approach, so called the multistep reduced differential transform method (MsRTM), offers accurate approximate solutions over a longer time frame compared to the traditional reduced differential transform method. Numerical simulations are performed to illustrate the efficiency, reliability and generality of the multistep approach. Numerical results coupled with graphical representations indicate that the proposed method is fully compatible with the complexity of these fractional equations and convenient to handle a various range of other fractional partial differential equations.