Compact finite difference scheme for the solution of time fractional advection-dispersion equation (Q2391880)

The authors construct a particular case of approximate scheme for the time fractional advection-dispersion equation \[ \frac{\partial^{\alpha}u(x,t)}{\partial t^{\alpha}}+ \frac{\partial u(x,t)}{\partial x}- \frac{\partial^{2}u(x,t)}{\partial x^{2}} = f(x,t),\qquad 0<\alpha<1 \] using the known central difference formulas to approximate the spacial derivatives. The Caputo time fractional derivative is approximate using the known result cited in [\textit{Z.-Z. Sun} and \textit{X. Wu}, Appl. Numer. Math. 56, No. 2, 193--209 (2006; Zbl 1094.65083)]. The comparison of the results obtained by present method and other methods are given for the fixed values of \( \alpha \) and of the steps \( h,\tau \).