1. An explicit high order method for fractional advection diffusion equations
- Author
-
Ercília Sousa
- Subjects
FTCS scheme ,Finite differences ,Numerical Analysis ,Fractional differential equations ,Physics and Astronomy (miscellaneous) ,Advection ,Applied Mathematics ,Numerical analysis ,Mathematical analysis ,Finite difference ,Higher order methods ,Advection diffusion equations ,16. Peace & justice ,Computer Science Applications ,Fractional calculus ,Computational Mathematics ,Rate of convergence ,Modeling and Simulation ,Volume of fluid method ,Diffusion (business) ,Mathematics - Abstract
We propose a high order explicit finite difference method for fractional advection diffusion equations. These equations can be obtained from the standard advection diffusion equations by replacing the second order spatial derivative by a fractional operator of order α with 1 < α ? 2 . This operator is defined by a combination of the left and right Riemann-Liouville fractional derivatives. We study the convergence of the numerical method through consistency and stability. The order of convergence varies between two and three and for advection dominated flows is close to three. Although the method is conditionally stable, the restrictions allow wide stability regions. The analysis is confirmed by numerical examples.
- Published
- 2014