Finite difference approximations for fractional advection-dispersion flow equations

DOI10.1016/J.CAM.2004.01.033zbMath1126.76346OpenAlexW2107162131MaRDI QIDQ1883473

Mark M. Meerschaert, Charles Tadjeran

Publication date: 12 October 2004

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.01.033

zbMATH Keywords

StabilityFractional derivativeFractional diffusionFinite difference approximationBackward Euler methodFractional advection--dispersionImplicit Euler methodNumerical fractional ADERadial advectionRadial dispersion

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Finite difference methods applied to problems in fluid mechanics (76M20) Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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• Fractional kinetic equation for Hamiltonian chaos
• Waiting-times and returns in high-frequency financial data: An empirical study
• A fractional diffusion equation to describe Lévy flights
• Stochastic solution of space-time fractional diffusion equations
• Fractional kinetic equations: solutions and applications
• Extrapolation to the Limit for Numerical Fractional Differentiation
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