A second order explicit finite difference method for the fractional advection diffusion equation
We develop a numerical method for fractional advection diffusion problems with source terms in domains with homogeneous boundary conditions. The numerical method is derived by using a LaxWendroff-type time discretization procedure, it is explicit and second order accurate. The convergence of the numerical method is studied and numerical results are presented.
finite differences fractional advection diffusion integro-differential equations