Hafez, Ramy M.Baleanu, DumitruEzz-Eldien, Samer S.Bhrawy, Ali H.Ahmed, Engy A.Baleanu, DumitruMatematik2017-04-202017-04-202015Hafez, 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/s11071-015-2250-70924-090X1573-269Xhttps://doi.org/10.1007/s11071-015-2250-7Hafez, Ramy/0000-0001-9533-3171In 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 algorithm.eninfo:eu-repo/semantics/closedAccessCollocation MethodJacobi PolynomialsGauss-Lobatto QuadratureGauss-Radau QuadratureFractional Fokker-Planck EquationCaputo Fractional DerivativesArticle8231431144010.1007/s11071-015-2250-72-s2.0-84944224878WOS:000362965700027Q1Q1