Space non-integer order convection–diffusion descriptions are generalized form of integer order convection–diffusion problems expressing super diffusive and convective transport processes. In this article, we propose finite difference approximation for space fractional convection–diffusion model having space variable coefficients on the given bounded domain over time and space. It is shown that the Crank–Nicolson difference scheme based on the right shifted Grünwald–Letnikov difference formula is unconditionally stable and it is also of second order consistency both in temporal and spatial terms with extrapolation to the limit approach. Numerical experiments are tested to verify the efficiency of our theoretical analysis and confirm order of convergence.
The main focus of this study was to develop a numerical scheme with new expressions for interface flux approximations based on the upwind approach in the finite volume method. Our new proposed numerical scheme is unconditionally stable with second-order accuracy in both space and time. The method is based on the second-order formulation for the temporal approximation, and an upwind approach of the finite volume method is used for spatial interface approximation. Some numerical experiments have been conducted to illustrate the performance of the new numerical scheme for a convection–diffusion problem. For the phenomena of convection dominance and diffusion dominance, we developed a comparative study of this new upwind finite volume method with an existing upwind form and central difference scheme of the finite volume method. The modified numerical scheme shows highly accurate results as compared to both numerical schemes.
In this paper, we have considered a numerical difference approximation for solving two-dimensional Riesz space fractional convection-diffusion problem with source term over a finite domain. The convection and diffusion equation can depend on both spatial and temporal variables. Crank-Nicolson scheme for time combined with weighted and shifted Grünwald-Letnikov difference operator for space are implemented to get second order convergence both in space and time. Unconditional stability and convergence order analysis of the scheme are explained theoretically and experimentally. The numerical tests are indicated that the Crank-Nicolson scheme with weighted shifted Grünwald-Letnikov approximations are effective numerical methods for two dimensional two-sided space fractional convection-diffusion equation.