High order numerical treatment of the Riesz space fractional advection-dispersion equation via matrix transform method

Abstract

In this paper, a mixed high order finite difference scheme-Padé approximation method is applied to obtain numerical solution of the Riesz space fractional advection-dispersion equation(RSFADE). This method is based on the high order finite difference scheme that derived from fractional centered difference and Padé approximation method for space and time integration, respectively. The stability analysis of the proposed method is discussed via theoretical matrix analysis. Numerical experiments are presented to confirm the theoretical results of the proposed method.