Theory and Modern Applications
From: Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
τ | α = 0.1 | α = 0.5 | α = 0.9 | |||
---|---|---|---|---|---|---|
Err( τ ) | Rate | Err( τ ) | Rate | Err( τ ) | Rate | |
1/20 | 1.285963e−05 | * | 5.527985e−05 | * | 1.062574e−04 | * |
1/40 | 1.777100e−06 | 2.8553 | 7.323031e−06 | 2.9162 | 1.410216e−05 | 2.9136 |
1/80 | 2.295725e−07 | 2.9525 | 9.432216e−07 | 2.9568 | 1.816285e−06 | 2.9569 |
1/160 | 2.888395e−08 | 2.9906 | 1.196761e−07 | 2.9785 | 2.304527e−07 | 2.9784 |
1/320 | 3.637465e−09 | 2.9893 | 1.507136e−08 | 2.9893 | 2.902244e−08 | 2.9892 |