Abstract: Fractional partial differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bioengineering and others. In this paper, we convert the time fractional Fokker-Planck equation into equivalent integral equations with singular kernel, then the model solution is discretized in time and space with a spectral expansion of the Lagrange interpolation polynomial. Numerical results demonstrate the spectral accuracy and efficiency of the collocation spectral method. The proposed technique is not only easy to implement, but also can be easily extended to multidimensional problems.

Key words: Caputo derivative, time-fractional Fokker-Planck equation, Jacobi collocation method