General matrix transform method for the Riesz space fractional advection-dispersion equations

Abstract

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