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Stability and convergence of a finite volume method for the space fractional advection–dispersion equation

Authors
Journal
Journal of Computational and Applied Mathematics
0377-0427
Publisher
Elsevier
Publication Date
Volume
255
Identifiers
DOI: 10.1016/j.cam.2013.06.039
Keywords
  • Fractional Advection–Dispersion
  • Finite Volume Method
  • Shifted Grünwald
  • Stability
  • Convergence

Abstract

Abstract We consider the space fractional advection–dispersion equation, which is obtained from the classical advection–diffusion equation by replacing the spatial derivatives with a generalised derivative of fractional order. We derive a finite volume method that utilises fractionally-shifted Grünwald formulae for the discretisation of the fractional derivative, to numerically solve the equation on a finite domain with homogeneous Dirichlet boundary conditions. We prove that the method is stable and convergent when coupled with an implicit timestepping strategy. Results of numerical experiments are presented that support the theoretical analysis.

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