Second order difference approximation for a class of Riesz space fractional advection-dispersion equations with delay

Abstract

In this paper, we propose numerical scheme for the Riesz space fractional advection-dispersion equations with delay (RFADED). Firstly, analytical solution for RFADED in terms of the functions of Mittag-Leffler type is derived. Secondly, the fractional backward differential formulas (FBDF) method and shifted Gr\"{u}nwald method are introduced to the Riesz space fractional derivatives. Next, stability and convergency of these methods have been proved. Thirdly, Crank-Nicolson scheme for solving this problem is proposed. We prove that the scheme is conditionally stable and convergent with the order accuracy of ${\rm O}({\kappa ^2} + {h^2})$. Finally, some numerical results are given to demonstrate that presented method is a computationally efficient and accurate method for solving RFADED.