A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients

摘要

In the current study, we consider the numerical solutions of the Fokker-Planck equations of time and space fractional derivative type with variable coefficients. The proposed method is based on the two-dimensional Chebyshev wavelet basis together with their corresponding operational matrices of fractional-order integration. The convergence analysis of the proposed method is rigorously established. Numerical tests are carried out to confirm the effectiveness and feasibility of the proposed scheme.