Abstract

Fractional advection-dispersion equations, as generalizations of classical integer-order advection-dispersion equations, are used to model the transport of passive tracers carried by fluid flow in a porous medium. In this paper, we develop an implicit finite difference method for fractional advection-dispersion equations with fractional derivative boundary conditions. First-order consistency, solvability, unconditional stability, and first-order convergence of the method are proven. Then, we present a fast iterative method for the implicit finite difference scheme, which only requires storage of O(K) and computational cost of O(Klog⁡K). Traditionally, the Gaussian elimination method requires storage of O(K2) and computational cost of O(K3). Finally, the accuracy and efficiency of the method are checked with a numerical example.

Highlights

  • Fractional derivatives are almost as old as their more familiar integer-order counterparts [1, 2]

  • Having developed a numerical scheme and shown that it is consistent, in the following theorems, we show this method is solvable, unconditionally stable, and convergent

  • The following theorem shows that the storage of matrix A can be stored in O(K) memories, instead of O(K2) memories

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Summary

Introduction

Fractional derivatives are almost as old as their more familiar integer-order counterparts [1, 2]. Meerschaert and Tadjeran [14] developed finite difference approximations for one-dimensional fractional advection-dispersion equations with Dirichlet boundary conditions. Some authors have discussed numerical method for fractional equations with fractional derivative boundary conditions. Jia and Wang [15] developed fast implicit finite difference methods for two-sided space fractional diffusion equations with fractional derivative boundary conditions. As far as we know, the study on numerical method for one-dimensional advection-dispersion equations with fractional derivative boundary conditions is still limited. Implicit finite difference method for the advection-dispersion equations with fractional derivative boundary conditions (1)–(3) can be written as follows: pin+1 − pin Δt The implicit finite difference method for the advection-dispersion equations with fractional derivative boundary conditions defined by (7) is unconditionally stable.

Storage and Fast Krylov Subspace Method of the Coefficient Matrix
A Numerical Example

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