Abstract
This paper presents the finite difference scheme for the time-fractional Fokker–Planck equation with the external force and source term which depends on space and time. We prove the stability and convergence of the numerical scheme by the energy method. The spatial error is in the discrete -norm, and for the time discretization with uniform stepsize τ when . The numerical examples verify these theoretical results.
Acknowledgments
The authors would like to thank the Editor and the referees for their valuable comments and helpful suggestions which improved the paper greatly.
Disclosure statement
No potential conflict of interest was reported by the authors.