A finite difference approximation of a two dimensional time fractional advection-dispersion problem
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Abstract: Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an implicit finite difference method to solve a two-dimensional initial boundary value problem for the linear time fractional advection-dispersion equation with variable coefficients on a bounded domain. Consistency, stability and convergence of the method are proved in detail and the numerical experiments offer a good insight into the quality of the obtained approximations.
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