Cent. Eur. J. Phys.

• 11(10) • 2013 • 1275-1283

DOI: 10.2478/s11534-013-0317-y

Central European Journal of Physics

A finite volume method for solving the two-sided

time-space fractional advection-dispersion equation
Research Article

Hala Hejazi1∗ , Timothy Moroney1 , Fawang Liu1

1 School of Mathematical Sciences, Queensland University of Technology, GPO BOX 2434, Brisbane, QLD. 4001, Australia

Received 31 January 2013; accepted 16 October 2013

Abstract: We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equa-
tion on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formu-
las to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function
values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and
accurate means of discretising this equation in conservative form, compared to using a conventional finite
difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of
the approach.
PACS (2008): 01.30.-y, 01.30.Xx, 01.30.Tt
Keywords: two-sided time-space fractional advection-dispersion • fractional Fick’s law • finite volume • finite difference
• shifted Grünwald
© Versita sp. z o.o.

1. Introduction show how fractional diffusion equations arise from con-

tinuous time random walk models with diverging charac-
teristic waiting times and jump length variances. Particle
In recent times, the use of fractional partial differential transport in heterogeneous porous media is a well-known
equations to model transport processes has become popu- application where anomalous diffusion is observed. Zhang
lar among scientists, engineers and mathematicians. This et al. [2] review many of the fractional models in this area,
surge in popularity is due to the growing number of real- and describe several experiments where anomalous diffu-
world applications whose dynamics have been found to be sion has been observed in the field.
more ably described by fractional models than by tradi- In this paper, we consider the following two-sided time-
tional integer-order models. space fractional advection-dispersion equation with vari-
able coefficients:
Fractional derivatives are a natural tool for modelling non-
Fickian diffusion or dispersion processes, that is, pro- γ ∂
Dt C (x, t) + (V (x, t)C (x, t)) =
cesses exhibiting anomalous diffusion. The theoretical ∂x
 α
∂α C
 
grounding is well established – Metzler and Klafter [1] ∂ ∂ C
K (x, t) β α − (1 − β) + S(x, t)
∂x ∂x ∂(−x)α
∗ (1)
E-mail: hala.hejazi@student.qut.edu.au

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 A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

on the interval [a, b], subject to homogeneous Dirichlet rally to discretisation in a finite difference sense. A crucial
boundary conditions. In the context of particle transport, observation was the necessity of using shifted formulas to
C (x, t) represents the concentration of particles at position ensure stability of these numerical schemes [7].
γ
x and time t. The symbol Dt C (x, t) represents the Caputo
Many of these methods have since been generalised and
fractional derivative of order γ.
extended in various ways, leading to non-standard finite
difference schemes [10–12], finite difference schemes for
Definition 1 (Caputo fractional derivative on problems of variable fractional order [13–16] and “fast”
[0, ∞) [3]). finite difference schemes [17–21] to name a few.
Other numerical methods have received less attention in
 Rt ∂C (x,η)
the literature to date. The literature on finite volume
 1
∂η
(t − η)−γ dη, 0 < γ < 1,
γ
Γ(1−γ) 0 methods for fractional partial differential equations in par-
Dt C (x, t) =
∂
 ticular is still in early stages of development. A finite vol-
∂t
C (x, t), γ = 1.
ume method for the space fractional advection-dispersion
equation was proposed by Zhang et al. [22, 23], who chose
The symbols ∂α C /∂x α and ∂α C /∂(−x)α represent the left to discretise the Riemann-Liouville derivatives directly,
and right Riemann-Liouville fractional derivatives of or- rather than use the Grünwald-Letnikov definition.
der α.
Previously we have considered a finite volume method
for the two-sided space-fractional advection-dispersion
Definition 2 (Riemann-Liouville fractional equation with constant coefficients [24], based on the
derivatives on [a, b] [3]). Grünwald-Letnikov definition, where we proved the sta-
bility and convergence of the method. In this paper, we
x
extend the method to solve the two-sided time-space frac-
∂α C (x, t) ∂n
Z
1 C (ξ, t)
α
dξ, tional advection-dispersion equation with variable coeffi-
Γ(n − α) ∂x n (x − ξ)α+1−n
= (2)
∂x a cients. Additionally we derive a new result concerning the
b
∂α C (x, t) (−1)n ∂n
Z
C (ξ, t)
α
dξ, relationship between the finite difference method and the
Γ(n − α) ∂x n (ξ − x)α+1−n
= (3)
∂(−x) x finite volume method in the constant coefficient case. We
also demonstrate the improvement in accuracy provided by
where n is the smallest integer greater than or equal to α. the finite volume method over the finite difference method
for a given test problem.

In this paper we consider regimes where 0 < γ ≤ 1 and The remainder of the paper is organised as follows. In
0 < α ≤ 1. The inclusion of the skewness β ∈ [0, 1] in Section 2 we derive equation (1) from conservation princi-
equation (1) allows for modelling of regimes where the ples. In Section 3 we derive the new finite volume method
forward and backward jump probabilities are different [4]. for (1) and also make comparisons between it and the fi-
The remaining components of equation (1) are the velocity nite difference method in the constant coefficient case. In
V (x, t), the anomalous dispersion coefficient K (x, t) > 0 Section 4 we illustrate the method’s performance on test
and the source term S(x, t). problems. Finally, we draw our conclusions in Section 5.
The literature on numerical methods for solving fractional
differential equations is not as well-developed as for
integer-order equations. Finite difference methods have 2. Derivation
dominated the literature. The L1 scheme [5] and varia-
tions thereof have formed the basis for many finite differ-
ence discretisations of Caputo time fractional derivatives, The derivation of the advection-dispersion equation,
such as the widely used method of Lin and Xu [6]. whether standard or fractional, begins with the law of mass
In space too, finite difference methods have proved very conservation which, in conservative form, is
popular. The pioneering work of Meerschaert et al. [4, 7–
∂C ∂Q
9] laid the groundwork for many of the popular finite =− + S(x, t) (4)
difference discretisations for space-fractional derivatives. ∂t ∂x
These are based on the equivalence of Riemann-Liouville
and Grünwald-Letnikov fractional derivatives (for suffi- where Q is the flux. The flux comprises two components:
ciently smooth functions). The Grünwald-Letnikov defini-
tion is preferred numerically because it lends itself natu- Q(x, t) = V (x, t)C (x, t) + q(x, t), (5)

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Hala Hejazi, Timothy Moroney, Fawang Liu

the advective component is V (x, t)C (x, t) and the disper- Applying Definition 2, the first term on the right of (8)
sive component is denoted q(x, t). For standard diffusion may be written as
or dispersion, where Fick’s law applies, the form of the
dispersive flux q(x, t) is
"  Z x 
∂ 1 ∂ C (ξ, t)
K β dξ
∂x Γ(1 − α) ∂x a (x − ξ)α
∂C
q(x, t) = −K (x, t) (−1) ∂
Z b
C (ξ, t)
#
∂x − (1 − β) dξ .
Γ(1 − α) ∂x x (ξ − x)α
where K is the dispersion coefficient. Substituting this
form of q into (5) and returning to (4), the standard Combining the derivatives and letting ν = α +1, we obtain
advection-diffusion equation
" Z x
  1 ∂2 C (ξ, t)
∂C ∂ ∂ ∂C K β dξ
+ (V (x, t)C (x, t)) = K (x, t) + S(x, t) (6) Γ(2 − ν) ∂x 2 (x − ξ)ν−1
a
∂t ∂x ∂x ∂x #
Z b
(−1)2 ∂2 C (ξ, t)
+ (1 − β) dξ ,
is derived. In the special case of constant velocity and Γ(2 − ν) ∂x 2 x (ξ − x)ν−1
dispersion coefficient, we may write (6) as
which, again with the help of Definition 2, is simply
∂C ∂C ∂2 C
+V = K 2 + S(x, t) . (7)
∂t ∂x ∂x  ν
∂ C ∂ν C

K β ν + (1 − β) .
∂x ∂(−x)ν
2.1. Space-fractional derivatives
Hence we have the space-fractional advection-dispersion
equation with constant coefficients
Fick’s law is equivalent to the assumption of Brownian
 ν
∂ν C
motion at the particle scale [1]. In complex heterogeneous 
∂C ∂C ∂ C
media this assumption may not be reasonable, and instead +V = K β ν + (1 − β) + S(x, t) . (9)
∂t ∂x ∂x ∂(−x)ν
an alternative law that allows for diverging jump length
variances (“long jumps”) and unequal forward and back-
ward jump probabilities at the particle scale is required. In the integer limit ν = 2 (α = 1) both fractional
The fractional Fick’s law [25] derivatives recover the standard second-order derivative
∂2 C /∂x 2 , and hence we see that (for any value of β) (9)
 α
∂α C (x, t)

∂ C (x, t)
does indeed reduce to (7) in this case.
q(x, t) = −K (x, t) β − − β)
∂x α ∂(−x)α
(1

2.2. Time-fractional derivative

incorporates both of these aspects. Substituting this form
of q into (5) and returning to (4) we derive a two-sided The time-space fractional advection-dispersion equation
space-fractional advection-dispersion equation (1) is obtained from (8) by replacing the first order time
derivative ∂C /∂t with the Caputo time-fractional deriva-
γ
tive Dt C (x, t) of order γ. This extension allows for the
∂C ∂
+ (V (x, t)C (x, t)) =
∂t ∂x
modelling of transport where the characteristic waiting
 α
∂α C
 
∂ ∂ C
times diverge (“long rests”) [1]. Such is the case in
K (x, t) β α − (1 − β) + S(x, t) .
∂x ∂x ∂(−x)α
strongly heterogeneous media where the trapping times
have a broad distribution [2].
(8)

An interesting aspect of this equation is the minus sign 3. Numerical method

in front of the right Riemann-Liouville derivative. To con-
firm that this sign is appropriate, we consider the case
of constant velocity V and dispersion coefficient K and
show that the fractional-order model (8) recovers (7) in
the integer-order limit α = 1.
3.1. Derivation of finite volume method
We consider a transport domain [a, b] that is discretised
with N +1 uniformly-spaced nodes xi = a+ih, i = 0 . . . N,

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 A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

with the spatial step h = (b − a)/N. A finite volume dis-

[ x−a
∂α C (x, t)
∆x ]  
j α
cretisation is applied by integrating the governing equa- 1 X
tion over the ith control volume [xi−1/2 , xi+1/2 ]: C (x − j∆x, t) , (15)
∂x α ∆x→0 ∆x α
= lim (−1)
j=0
j
xi+1/2 xi+1/2 xi+1/2
∂γ C
Z Z Z
∂Q
dx = − dx + S(x, t) dx
xi−1/2 ∂t γ xi−1/2 ∂x xi−1/2
[ b−x
∂α C (x, t)
∆x ]  
j α
(10) 1 X
where the total flux is Q = V C − q and the dispersive C (x + j∆x, t) . (16)
∂(−x)α ∆x→0 ∆x α
= lim (−1)
j=0
j
flux component q has the form derived in Section 2

 α
∂ C (x, t) ∂α C (x, t)
 For sufficiently smooth functions C , the Riemann-Liouville
q(x, t) = −K (x, t) β − − β) .
∂x α ∂(−x)α
(1 derivatives (2), (3) and the Grünwald-Letnikov derivatives
(11) (15), (16) coincide [3, p.199]. The standard Grünwald for-
Performing the integration on the first term on the right, mulas are obtained from (15) and (16) by replacing ∆x
and interchanging the order of integration and differenti- with the spatial step h, yielding finite sum approxima-
ation on the other terms, we have tions.

dγ xi+1/2
Z

C dx = − Q|xi+1/2 − Q|xi−1/2
Definition 4 (Grünwald formulas on [a, b] [3]).
dt γ xi−1/2
Z xi+1/2 [ x−a
h ]
∂α C (x, t)
 
S(x, t) dx . 1 X j α
+ (12) ≈ C (x − jh, t) ,
∂x α hα j=0
(−1) (17)
xi−1/2 j

[ b−x
h ]
∂α C (x, t)
 
j α
This leads to the finite volume discretisation 1 X
≈ C (x + jh, t) .
∂(−x)α hα j=0
(−1) (18)
j
γ
d C̄i 1
γ
= Q|xi−1/2 − Q|xi+1/2 + S̄i (13)
dt h
The shifted Grünwald formulas modify these equations by
where barred quantities denote control volume averages introducing a shift value.
R xi+1/2
f¯i = 1/h xi−1/2 f dx.

Definition 5 (Shifted Grünwald formulas on

A standard approximation is to use the nodal value in
place of the control volume average. Hence we have [a, b]).

dγ Ci 1 [ x−a
h +p]
∂α C (x, t)
 
Q|xi−1/2 − Q|xi+1/2 + S(xi , t) X α
dt γ (−1)j
= (14) 1
h ≈ α C (x − (j − p)h, t) , (19)
∂x α h j=0
j
where the introduction of this approximation means that
[ b−x
h +p]
∂α C (x, t)
 
this is now an equation for the approximate numerical X α
(−1)j
1
solution Ci (t) ≈ C (xi , t) at node xi . ≈ α C (x + (j − p)h, t) , (20)
∂(−x)α h j=0
j
To complete the spatial discretisation we require approx-
imations for the total flux Q|xi±1/2 at the control volume where p is the shift value.
faces. We derive these approximations by utilising the
link between the Riemann-Liouville fractional derivative
If we define weights
and the Grünwald-Letnikov fractional derivatives. Simi-
larly to the finite difference method of Meerschaert et al.
α(α − 1) . . . (α − j + 1)
[7], the Grünwald-Letnikov derivatives must be shifted. w0α = 1, wα,j = (−1)j , j = 1, 2, . . .
j!
We first introduce the standard (non-shifted) definition for (21)
the Grünwald-Letnikov fractional derivatives. then we may write (19) and (20) more simply as

[ x−a
h +p]
Definition 3 (Grünwald-Letnikov fractional ∂α C (x, t) X
wjα C (x − (j − p)h, t) ,
1
≈ α
∂x α
(22)
derivatives on [a, b] [3]). h j=0

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Hala Hejazi, Timothy Moroney, Fawang Liu

[ b−x
h +p]
∂α C (x, t) X Previously [24] we have shown this discretisation to be
wjα C (x + (j − p)h, t) .
1
≈ α
∂(−x)α
(23)
h
of first order spatial accuracy for the constant coefficient
j=0 case.
The inclusion of the shift p in the formulas was origi- For the advective flux V (x, t)C (x, t) we use a standard
nally motivated by the fact that the standard (non-shifted) averaging scheme
Grünwald formulas lead to unstable methods for certain
V (xi±1/2 , t)
V (xi±1/2 , t)C (xi±1/2 , t) ≈ [C (xi , t) + C (xi±1 , t) ] .
finite difference discretisations [7, 9, 26, 27], whereas the
shifted Grünwald formulas lead to stable methods. 2
In the present method, the fractional shift p = 1/2 is used, (30)
allowing us to build approximations of fractional deriva-
tives at control volume faces xi±1/2 in terms of function val-
ues at the nodes xj [24]. Hence we derive the fractionally- This completes the spatial discretisation. For the temporal
shifted Grünwald formulas discretisation, we define a temporal partition tn = nτ for
n = 0, 1, . . . where τ is the timestep, and discretise the
i
∂α C (xi−1/2 , t) 1 X α Caputo time fractional derivative using the L1-algorithm
≈ α w C (xi−j , t) ,
α h j=0 j
(24)
∂x (see [6])

N−i+1
∂α C (xi−1/2 , t) 1 X α dγ Ci (tn+1 )
≈ w C (xi+j−1 , t)
∂(−x)α hα j=0 j
(25)
dt γ
n
τ −γ X γ
b [Ci (tn+1−j ) − Ci (tn−j )] + O(τ 2−γ ), (31)
Γ(2 − γ) j=0 j
=
at the face xi−1/2 , and

i+1 γ
∂α C (xi+1/2 , t) 1 X α where bj = (j + 1)1−γ − j 1−γ , j = 0, 1, . . . , n.
≈ α w C (xi−j+1 , t) ,
α h j=0 j
(26)
∂x
Letting Cin ≈ Ci (tn ) denote the approximate numerical so-
N−i
∂α C (xi+1/2 , t) 1 X α lution at node i at time tn , and using the discretisations
≈ w C (xi+j , t)
∂(−x)α hα j=0 j
(27)
just derived, we obtain the fully implicit scheme

n
at the face xi+1/2 . τ −γ X γ n+1−j n−j
b [C − Ci ]
Altogether then, the dispersive flux (11) is approximated Γ(2 − γ) j=0 j i
at the face xi−1/2 by n+1  n+1 
Vi−1/2  Vi+1/2
Cin+1 + Ci−1
n+1
Cin+1 + Ci+1
n+1

= −
2h 2h
q(xi−1/2 , t) ≈ −K (xi−1/2 , t) × n+1 
Ki−1/2
i N−i+1 
β X α n+1 (1 − β) X α n+1
i N−i+1
! w C − wj Ci+j−1
hα j=0 j i−j hα
+
β X α (1 − β) X α h j=0
w j C i−j , t) − wj C (xi+j−1 , t)
hα j=0 hα
(x
j=0 n+1  i+1 N−i 
Ki+1/2 β X α n+1 (1 − β) X α n+1
− w j Ci−j+1 − w j Ci+j +Sin+1 .
(28) h hα j=0 hα j=0

and at the face xi+1/2 by

(32)

q(xi+1/2 , t) ≈ −K (xi+1/2 , t) ×
Collecting like terms, we may write the scheme in the form

i+1 N−i
!
β X α (1 − β) X α n N
w C i−j+1 , t) − wj C (xi+j , t) . τ −γ X γ n+1−j n−j 1X
hα j=0 j hα bj [Ci − Ci ] = gij Cjn+1 + Sin+1
(x
j=0 Γ(2 − γ) j=0 h j=0
(29) (33)

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 A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

where the coefficients gij are given by

 n+1 n+1
 Ki+1/2 β w α Ki−1/2 β α
i−j+1 − wi−j , j < i − 1;

h α h α








 n+1 n+1
 n+1 β
 Ki+1/2
 α
Ki−1/2 β α Ki−1/2 (1 − β) α n+1

hα w − α
w + α
w0 + Vi−1/2 /2, j = i − 1;
h h

 2 1






n+1 n+1 n+1 n+1 n+1 n+1
Ki+1/2 β + Ki−1/2 (1 − β) α Ki−1/2 β + Ki+1/2 (1 − β) α Vi−1/2 − Vi+1/2

gij = w1 − w0 + , j = i; (34)
 h α h α 2





 n+1 n+1 n+1
Ki−1/2 (1 − β) α Ki+1/2 (1 − β) α Ki+1/2 β α


 n+1

 α
w2 − α
w1 + α
w0 − Vi+1/2 /2, j = i + 1;



 h h h



 n+1 n+1
 Ki−1/2 (1 − β) w α Ki+1/2 (1 − β) α


− wj−i , j > i + 1.

j−i+1
hα hα

As our problem has homogeneous Dirichlet boundary con- For the finite volume method, the coefficients (34) simplify
ditions, we solve for just the internal nodes, and set to
C0n = CNn = 0 for n = 0, 1, . . .. Denoting the numeri-
cal solution vector Cn = [C1n , . . . , CN−1n 
]T and source vector Kβ α α

 hα
(wi−j+1 − wi−j ), j < i − 1;
n+1
S = [S(x1 , tn+1 ), . . . , S(xN−1 , tn+1 )] , we have the vector
T 
K β K
 α α α
 α (w2 − w1 ) + α w0 + V /2, j = i − 1;
 (1−β)
equation h
 h
K
gij = hα
(w1α − w0α ), j = i;

 K (1−β) α α Kβ α

τ γ Γ(2 − γ)
 
 hα
 (w − w ) + hα
w − V /2, j = i + 1;
A Cn+1
2 1 0
I+

 K (1−β) α
 α
h hα
(wj−i+1 − wj−i ), j > i + 1.
n−1
X (37)
γ γ
= bγn C0 + (bj − bj+1 )Cn−j + τ γ Γ(2 − γ)Sn+1 (35)
j=0
The finite difference discretisation of [4] applied to (36),
combined with a standard second order central difference
to solve at each timestep, where the matrix A has elements approximation for the advection term, yields a scheme with
aij = −gij . coefficients

K β α+1
 hα
wi−j+1 , j < i − 1;
3.2. Comparison with finite difference


K β α+1 K (1−β) α+1

 hα w 2 + w0 + V /2, j = i − 1;


hα
scheme

K
g̃ij = w α+1 , j = i;
 hα 1
(38)
K (1−β) α+1
w2 + Khαβ w0α+1



 hα
− V /2, j = i + 1;
It is instructive to compare the coefficients gij with those

 K (1−β) α+1

hα
wj−i+1 , j > i + 1.
obtained from a finite difference discretisation of the same
problem. To do this, we consider the case of constant
velocity V and dispersion coefficient K . The problem (1)
can then be written For the two schemes to be equivalent, we require the iden-
tity wjα −wj−1
α
= wjα+1 for j = 1, 2, . . .. To prove this result,
γ ∂C we will use formula (21) for the Grünwald weights, as well
Dt C (x, t) + V
∂x as the recursive formula
 α+1
∂α+1 C

∂ C
= K β α+1 + (1 − β) + S(x, t)  
∂(−x)α+1 α +1
(36)
∂x
w0α = 1, wjα = 1− α
wj−1 , j = 1, 2, . . . (39)
j
and both the finite difference and finite volume methods
can be used to discretise this problem. which is easily seen to be equivalent to (21).

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Hala Hejazi, Timothy Moroney, Fawang Liu

Proposition 1.
0.25
numerical solution
The Grünwald weights wjα
satisfy wjα − α
wj−1 = wjα+1 for exact solution
j = 1, 2, . . .. 0.2
Proof: From (39) we have, for j ≥ 1,

Concentration
0.15
 
α +1
wjα − wj−1
α
= 1− α
wj−1 α
− wj−1
j 0.1
 
α +1 α
=− wj−1 T=2
j 0.05

and since from (21) we have T=1

0
0 0.2 0.4 0.6 0.8 1
x
α α(α − 1) . . . (α − (j − 1) + 1)
wj−1 = (−1)j−1
(j − 1)! Figure 1. Comparison between exact and numerical solutions with
γ = 0.8, α = 0.85 and β = 0.5, using h = τ = 0.01 at final
time T = 1.0, 1.5, 2.0, T increases in the direction of the
we see that arrow.

 
α +1
wjα − wj−1
α
=− (−1)j−1 ×
j
α(α − 1) . . . (α − (j − 1) + 1) for (x, t) ∈ [0, 1] × [0, T ] together with following boundary
(j − 1)! and initial conditions
− . . . (α + 1 − j + 1)
= (−1)j
(α + 1)(α + 1 1)
j! 
C (0, t) = C (1, t) = 0, 0 ≤ t ≤ T ,
= wjα+1 C (x, 0) = 0, 0 ≤ x ≤ 1
(41)

as required. with velocity V (x, t) = 1 + x 2 t 2 , dispersion coefficient

K (x, t) = 1 + x + t and a source term S(x, t) = S1 (x, t) −
S2 (x, t) − S3 (x, t) − S4 (x, t), where
Hence we see that for constant V and K , the finite vol-
ume and finite difference methods are equivalent for this t 2−γ
problem. However, for variable V and K , the finite volume S1 (x, t) = 2 x 2 (1 − x)2 ,
Γ(3 − γ)


method is preferred, since it applies directly to equation S2 (x, t) = (1 + x + t) t 2 (β − 1)g(1 − x) − t 2 βg(x) ,
(1) written in conservative form.
S3 (x, t) = t 2 βf(x) + t 2 (β − 1)f(1 − x),
S4 (x, t) = −2t 4 x 3 (x − 1)2 − 2t 2 x(1 + x 2 t 2 )(x − 1)2
4. Numerical experiments −t 2 x 2 (2x − 2)(1 + x 2 t 2 ),
Γ(3)(α − 2)x 1−α 2Γ(4)(α − 3)x 2−α
g(x) = −
In order to demonstrate the effectiveness of the finite vol- Γ(3 − α) Γ(4 − α)
ume method, we consider two numerical experiments. Γ(5)(α − 4)x 3−α
+ ,
Γ(5 − α)
Γ(3)x 2−α 2Γ(4)x 3−α Γ(5)x 4−α
Example 1. f(x) = − + .
Γ(3 − α) Γ(4 − α) Γ(5 − α)
Consider the following two-sided time-space fractional
advection-dispersion equation with variable coefficients
and a source term The source term is not part of the physical model but
is included in the numerical experiment so that the exact
γ ∂ solution to this problem is known and is given by C (x, t) =
Dt C (x, t) + (V (x, t)C (x, t)) =
∂x t 2 x 2 (1 − x)2 .
 α
∂α C
 
∂ ∂ C
K (x, t) β α − (1 − β) + S(x, t) Fig. 1 shows the exact and numerical solutions with
∂x ∂x ∂(−x)α γ = 0.8, α = 0.85 and β = 0.5 at different times T ,
(40) using h = τ = 0.01. It can be seen that the numerical

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 A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

Table 1. Maximum error with temporal and spatial step reduction at T = 1 for γ = 0.8, α = 0.85, β = 0.5.

h τ = h1/(2−γ) E∞ Ratio∞ E2 Ratio2

0.0031 0.0082 7.03 × 10−6 4.14 × 10−6

0.0016 0.0046 3.90 × 10 1.8023 2.30 × 10−6 1.8028
−6

7.81 × 10−4 0.0026 2.02 × 10−6 1.9309 1.19 × 10−6 1.9285

3.90 × 10−4 0.0014 1.03 × 10−6 1.9565 6.10 × 10−7 1.9548

solution is in excellent agreement with the exact solu-

tion. In Table 1 we confirm numerically that our solution
is accurate to second order in space by computing the 1
error in the numerical solution for a sequence of spatial
0.8
and temporal steps h and τ. The first two columns list

Concentration
the values of h and τ, the third and fifth columns show 0.6

two norms for computing errors for the numerical solu-

0.4
tion atpT = 1; E∞ = maxi | Cexact (i) − Cnumeric (i) | and
P
E2 = h i [Cexact (i) − Cnumeric (i)]2 . The fourth and sixth 0.2
0
columns are the ratios (Ratio∞ and Ratio2 ) of the errors
0 0.5
(E∞ and E2 ) in the row above to that of the present row −1 −0.5 t
0 0.5 1
respectively. We see that when h is reduced by a factor 1
x
of two and with the stepsize τ linked to the value of h via
the known temporal rate of convergence O(τ 2−γ ), the ratio
is approaching the expected value of two. Figure 2. Illustration of the solution to example 2 showing the asym-
metric diffusion profile.
In this example, we have included fractional orders in both
time and space, as well as time- and space-varying ve-
locity and dispersion coefficients. Since the numerical
0.05
solution agrees well with the exact solution, we conclude fine mesh
0.045 FVM
FDM
that the numerical scheme is performing correctly.
0.04

0.035

Example 2.
Concentration

0.03

Consider the following two-sided space fractional 0.025

0.02
advection-dispersion equation
0.015
 α
∂α C
 
∂C (x, t) ∂ ∂ C 0.01
K (x, t) β α − (1 − β)
∂(−x)α
=
∂t ∂x ∂x 0.005
(42)
0
for (x, t) ∈ [−1, 1]×[0, T ] together with following boundary −1 −0.5 0 0.5 1
x
and initial conditions
( Figure 3. Comparison between fine mesh solution, finite volume and
C (−1, t) = C (1, t) = 0, 0 ≤ t ≤ T , finite difference methods for example 2 with α = 0.7 and
β = 0.5, using h = 0.02 and τ = 0.0001 at final time T = 1.
(43)
C (x, 0) = δ(x), −1 ≤ x ≤ 1

with dispersion coefficient K (x, t) = 2 + tanh(10x). This
function effectively partitions the domain [−1, 1] into two
regions with dispersion coefficients approximately 1 and
3, with a rapid transition between the two around the
origin. Figure 2 illustrates the solution to this problem
over space and time, illustrating the asymmetric dispersion
of the initial pulse.
We use this test problem to highlight the advantage of our
finite volume formulation compared to a standard finite
difference method. Using finite differences, the product
rule is applied to (42), leading to a term involving the
derivative ∂K /∂x. The finite volume method deals directly
with (42) in its conservative form, and hence involves no
such term.

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Hala Hejazi, Timothy Moroney, Fawang Liu
Firstly, we solve (42) using a very fine mesh (h = 0.0002)
and small time steps (τ = 0.0001) to get a benchmark
fine mesh solution. Then we compare finite volume and fi-
nite difference numerical solutions against that benchmark
solution.
Figure 3 shows the comparison between fine mesh solu-
tion, finite volume and finite difference methods for solving
(42) with α = 0.7 and β = 0.5 at final time T = 1, us-
ing h = 0.02 and τ = 0.0001. The small timestep τ has
been used to ensure that any differences in the solutions
are purely due to the spatial discretisation. From the fig-
ure it is evident that the finite volume solution with 100
nodes more accurately represents the correct solution as
compared to the finite difference solution with 100 nodes.
We conclude that the finite volume method offers a gen-
uine advantage when solving problems such as this with
variable dispersion coefficients.
5. Conclusion
In this paper, we presented a finite volume method
to solve the time-space two-sided fractional advection-
dispersion equation with variable coefficients on a one-
dimensional finite domain with homogeneous Dirichlet
boundary conditions. The novel spatial discretisation em-
ploys fractionally-shifted Grünwald formulas to discretise
the Riemann-Liouville fractional derivatives at control vol-
ume faces in terms of function values at the nodes, while
the L1-algorithm is used to discretise the Caputo time
fractional derivative.
We showed that in the constant coefficient case, the
scheme is equivalent to the finite difference scheme de-
scribed by [4]. For the variable coefficient case, the finite
volume scheme presented in this work is preferred for solv-
ing equation (1), since it deals directly with the equation
in conservative form.
Numerical experiments confirm that the scheme recovers
the correct solution for test problems with fractional orders
in both time and space, as well as time- and space-varying
velocity and dispersion coefficients.
Tadjeran et al. [9] have shown how to increase the order of
their finite difference scheme by Richardson extrapolation.
This too should be possible for the finite volume scheme,
and will be the subject of future research.
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