[3, 3] Padé approximation method for solving space fractional Fokker–Planck equations

The fractional Fokker–Planck equation has been used in various areas of engineering and physics. In this paper, we proposed a novel numerical scheme for solving the space fractional Fokker–Planck equation with the help of the [3, 3] Padé approximation. It is proved that the numerical method is unconditionally stable in view of the matrix analysis method. Finally, a numerical example is proposed to prove the effectiveness of the numerical scheme.