Meerschaert, Mark M.; Tadjeran, Charles Finite difference approximations for fractional advection-dispersion flow equations. (English) Zbl 1126.76346 J. Comput. Appl. Math. 172, No. 1, 65-77 (2004). Summary: Fractional advection-dispersion equations are used in groundwater hydrology to model the transport of passive tracers carried by fluid flow in a porous medium. In this paper we develop practical numerical methods to solve one dimensional fractional advection-dispersion equations with variable coefficients on a finite domain. The practical application of these results is illustrated by modeling a radial flow problem. Use of the fractional derivative allows the model equations to capture the early arrival of tracer observed at a field site. Cited in 4 ReviewsCited in 830 Documents MSC: 76M20 Finite difference methods applied to problems in fluid mechanics 65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs 26A33 Fractional derivatives and integrals 35Q35 PDEs in connection with fluid mechanics 65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs Keywords:Finite difference approximation; Stability; Backward Euler method; Implicit Euler method; Radial dispersion; Radial advection; Fractional diffusion; Fractional derivative; Fractional advection–dispersion; Numerical fractional ADE × Cite Format Result Cite Review PDF Full Text: DOI References: [1] Baeumer, B.; Meerschaert, M. M., Stochastic solutions for fractional Cauchy problems, Frac. Calc. Appl. Anal., 4, 481-500 (2001) · Zbl 1057.35102 [2] Baeumer, B.; Meerschaert, M. M.; Benson, D. A.; Wheatcraft, S. W., Subordinated advection-dispersion equation for contaminant transport, Water Resour. Res., 37, 1543-1550 (2001) [3] Barkai, E.; Metzler, R.; Klafter, J., From continuous time random walks to the fractional Fokker-Planck equation, Phys. Rev. E, 61, 132-138 (2000) [4] Benson, D.; Schumer, R.; Meerschaert, M.; Wheatcraft, S., Fractional dispersion, Lévy motions, and the MADE tracer tests, Transport Porous Media, 42, 211-240 (2001) [5] Benson, D.; Wheatcraft, S.; Meerschaert, M., Application of a fractional advection-dispersion equation, Water Resour. Res., 36, 1403-1412 (2000) [6] Benson, D.; Wheatcraft, S.; Meerschaert, M., The fractional-order governing equation of Lévy motion, Water Resour. Res., 36, 1413-1424 (2000) [7] Blumen, A.; Zumofen, G.; Klafter, J., Transport aspects in anomalous diffusionLévy walks, Phys. Rev. A, 40, 3964-3973 (1989) [8] Bouchaud, J. P.; Georges, A., Anomalous diffusion in disordered media—statistical mechanisms, models and physical applications, Phys. Rep., 195, 127-293 (1990) [9] R. Carroll, et al., Project Shoal areas tracer experiment, Desert Research institute, Division of Hydrologic Sciences Report No. 45177, 2000.; R. Carroll, et al., Project Shoal areas tracer experiment, Desert Research institute, Division of Hydrologic Sciences Report No. 45177, 2000. [10] Chaves, A., Fractional diffusion equation to describe Lévy flights, Phys. Lett. A, 239, 13-16 (1998) · Zbl 1026.82524 [11] Chechkin, A. V.; Klafter, J.; Sokolov, I. M., Fractional Fokker-Planck equation for ultraslow kinetics, Europhys. Lett., 63, 326-332 (2003) [12] Cushman, J. H.; Ginn, T. R., Fractional advection-dispersion equationa classical mass balance with convolution-Fickian flux, Water Resour. Res., 36, 3763-3766 (2000) [13] G.J. Fix, J.P. Roop, Least squares finite element solution of a fractional order two-point boundary value problem, Comput. Math. Appl. 2003, to appear.; G.J. Fix, J.P. Roop, Least squares finite element solution of a fractional order two-point boundary value problem, Comput. Math. Appl. 2003, to appear. [14] R. Gorenflo, F. Mainardi, E. Scalas, M. Raberto, Fractional calculus and continuous-time finance. III, The diffusion limit. Mathematical finance (Konstanz, 2000), Trends in Math., Birkhuser, Basel, 2001, pp. 171-180.; R. Gorenflo, F. Mainardi, E. Scalas, M. Raberto, Fractional calculus and continuous-time finance. III, The diffusion limit. Mathematical finance (Konstanz, 2000), Trends in Math., Birkhuser, Basel, 2001, pp. 171-180. · Zbl 1138.91444 [15] Herrick, M.; Benson, D.; Meerschaert, M.; McCall, K., Hydraulic conductivity, velocity, and the order of the fractional dispersion derivative in a highly heterogeneous system, Water Resour. Res., 38, 1227-1239 (2002) [16] Klafter, J.; Blumen, A.; Shlesinger, M. F., Stochastic pathways to anomalous diffusion, Phys. Rev. A, 35, 3081-3085 (1987) [17] F. Liu, V. Ahn, I. Turner, Numerical Solution of the Fractional Advection-Dispersion Equation, 2002, preprint.; F. Liu, V. Ahn, I. Turner, Numerical Solution of the Fractional Advection-Dispersion Equation, 2002, preprint. [18] Meerschaert, M.; Benson, D.; Baeumer, B., Operator Lévy motion and multiscaling anomalous diffusion, Phys. Rev. E, 63, 1112-1117 (2001) [19] Meerschaert, M.; Benson, D.; Scheffler, H. P.; Baeumer, B., Stochastic solution of space-time fractional diffusion equations, Phys. Rev. E, 65, 1103-1106 (2002) · Zbl 1244.60080 [20] Meerschaert, M.; Benson, D.; Scheffler, H. P.; Becker-Kern, P., Governing equations and solutions of anomalous random walk limits, Phys. Rev. E, 66, 102-105 (2002) [21] Meerschaert, M. M.; Scheffler, H. P., Semistable Lévy Motion, Frac. Calc. Appl. Anal., 5, 27-54 (2002) · Zbl 1032.60043 [22] Miller, K.; Ross, B., An Introduction to the Fractional Calculus and Fractional Differential Equations (1993), Wiley: Wiley New York · Zbl 0789.26002 [23] Podlubny, I., Fractional Differential Equations (1999), Academic Press: Academic Press New York · Zbl 0918.34010 [24] Raberto, M.; Scalas, E.; Mainardi, F., Waiting-times and returns in high-frequency financial dataan empirical study, Physica A, 314, 749-755 (2002) · Zbl 1001.91033 [25] Reimus, P.; Pohll, G.; Mihevc, T.; Chapman, J.; Haga, M.; Lyles, B.; Kosinski, S.; Niswonger, R.; Sanders, P., Testing and parameterizing a conceptual model for solute transport in a fractured granite using multiple tracers in a forced-gradient test, Water Resour. Res., 39, 1356-1370 (2003) [26] Richtmyer, R. D.; Morton, K. W., Difference Methods for Initial-Value Problems (1994), Krieger Publishing: Krieger Publishing Malabar, Florida · Zbl 0155.47502 [27] Sabatelli, L.; Keating, S.; Dudley, J.; Richmond, P., Waiting time distributions in financial markets, Eur. Phys. J. B, 27, 273-275 (2002) [28] Saichev, A. I.; Zaslavsky, G. M., Fractional kinetic equationssolutions and applications, Chaos, 7, 753-764 (1997) · Zbl 0933.37029 [29] Samko, S.; Kilbas, A.; Marichev, O., Fractional Integrals and Derivatives: Theory and Applications (1993), Gordon and Breach: Gordon and Breach London · Zbl 0818.26003 [30] Scalas, E.; Gorenflo, R.; Mainardi, F., Fractional calculus and continuous-time finance, Phys. A, 284, 376-384 (2000) [31] Schumer, R.; Benson, D. A.; Meerschaert, M. M.; Wheatcraft, S. W., Eulerian derivation of the fractional advection-dispersion equation, J. Contaminant Hydrol., 48, 69-88 (2001) [32] Schumer, R.; Benson, D. A.; Meerschaert, M. M.; Baeumer, B., Multiscaling fractional advection-dispersion equations and their solutions, Water Resour. Res., 39, 1022-1032 (2003) [33] C. Tadjeran, D.A. Benson, M.M. Meerschaert, Fractional Radial flow and Its Application to Field Data, 2003, available at http://unr.edu/homepage/mcubed/frade_wrr.pdf; C. Tadjeran, D.A. Benson, M.M. Meerschaert, Fractional Radial flow and Its Application to Field Data, 2003, available at http://unr.edu/homepage/mcubed/frade_wrr.pdf [34] Tuan, V. K.; Gorenflo, R., Extrapolation to the limit for numerical fractional differentiation, Z. agnew. Math. Mech., 75, 646-648 (1995) · Zbl 0860.65011 [35] Zaslavsky, G., Fractional kinetic equation for Hamiltonian chaos. Chaotic advection, tracer dynamics and turbulent dispersion, Phys. D, 76, 110-122 (1994) · Zbl 1194.37163 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.