A finite difference method on uniform meshes for solving the time-space fractional advection-diffusion equation

Abstract

In order to investigate linear time and spatial fractional advection equations, we present a finite difference scheme (FDS) in this paper. The fractional Taylor series method for u at t_j+1 and x_i+1 is used to approximate the fractional derivatives. First, we construct our numerical scheme (NS) for the mathematical model. In the second part, we study the stability and convergence of our numerical scheme. Finally, the numerical simulations of the fractional advection equation, using the FDM, is plotted for several values of fractional parameters α and ν. It will be shown that the convergence is achieved properly which confirms the effectiveness of the proposed algorithm.