  We develop a monotone finite volume method for the time fractional
Fokker-Planck equations and theoretically prove its unconditional stability. We
show that the convergence rate of this method is order 1 in space and if the
space grid becomes sufficiently fine, the convergence rate can be improved to
order 2. Numerical results are given to support our theoretical findings. One
characteristic of our method is that it has monotone property such that it
keeps the nonnegativity of some physical variables such as density,
concentration, etc.
