Baleanu, DumitruHafez, R. M.Ezz-Eldien, Samer S.Bhrawy, Ali H.Ahmed, Engy A.Baleanu, Dumitru2017-04-202017-04-202015Hafez, R.M...et al. (2015). A Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equations. Nonlinear Dynamics, 82(3), 1431-1440. http://dx.doi.org/10.1007/s11071-015-2250-70924-090Xhttps://hdl.handle.net/20.500.12416/1562In this article, we construct a new numerical approach for solving the time-fractional Fokker-Planck equation. The shifted Jacobi polynomials are used as basis functions, and the fractional derivative is described in the sense of Caputo. The proposed approach is a combination of shifted Jacobi Gauss-Lobatto scheme for the spatial discretization and the shifted Jacobi Gauss-Radau scheme for temporal approximation. The problem is then reduced to a problem consisting of a system of algebraic equations that greatly simplifies the problem. In addition, our numerical algorithm is also applied for solving the space-fractional Fokker-Planck equation and the time-space-fractional Fokker-Planck equation. Numerical results are consistent with the theoretical analysis, indicating the high accuracy and effectiveness of the proposed algorithmeninfo:eu-repo/semantics/closedAccessCollocation MethodJacobi PolynomialsGauss-Lobatto QuadratureGauss-Radau QuadratureFractional Fokker-Planck EquationCaputo Fractional DerivativesA Jacobi Gauss-Lobatto and Gauss-Radau collocation algorithm for solving fractional Fokker-Planck equationsA Jacobi Gauss-Lobatto and Gauss-Radau Collocation Algorithm for Solving Fractional Fokker-Planck EquationsArticle8231431144010.1007/s11071-015-2250-7