Numerical solution of time-fractional order Fokker-Planck equation

Abstract

In this article, new iterative method (NIM) is employed to find the numerical solution of linear and nonlinear time-fractional order Fokker-Planck equation (FPE), which is applied in many fields of engineering and applied science. The introduced technique renders an analytical solution in the form of a convergent series with easily computable components without using any restrictive assumptions. Three numerical examples are tested using this method. Plotted graph illustrate the efficiency and accuracy of the proposed method.