Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term

P. Zhuang, F. Liu, V. Anh, I. Turner
2009 SIAM Journal on Numerical Analysis  
In this paper, we consider a variable-order fractional advection-diffusion equation with a nonlinear source term on a finite domain. Explicit and implicit Euler approximations for the equation are proposed. Stability and convergence of the methods are discussed. Moveover, we also present a fractional method of lines, a matrix transfer technique, and an extrapolation method for the equation. Some numerical examples are given, and the results demonstrate the effectiveness of theoretical analysis.
more » ... Key words. fractional derivative of variable order, nonlinear fractional advection-diffusion equation, finite difference methods, method of lines, extrapolation method, stability and convergence
doi:10.1137/080730597 fatcat:bwqipsk5bzdfvgc4sardm7ovgy