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Using a shifted Grünwald-Letnikov scheme for the Caputo derivative to study anomalous solute transport in porous medium
Authors:Pedro Victor Serra Mascarenhas  Ricardo Mendonça de Moraes  André Luís Brasil Cavalcante
Institution:Departamento de Engenharia Civil e Ambiental, Universidade de Brasília, Brasília, DF, 70910-900 Brazil
Abstract:We propose an extension of the shifted Grünwald-Letnikov method to solve fractional partial differential equations in the Caputo sense with arbitrary fractional order derivative α and with an advective term. The method uses the relation between Caputo and Riemann-Liouville definitions, the shifted Grünwald-Letnikov, and the traditional backward and forward finite difference method. The stability of the method is investigated for the implicit and explicit scheme with homogeneous boundary conditions, and a stability criterion is found for the advective-dispersive equation. An application of the method is used to solve contaminant diffusion and advective-dispersive problems. The numerical solution for the fractional diffusion and fractional advection-dispersion is compared with their respective analytical solutions for different time and space grid refinements. The diffusion simulation exhibited a good fit between the analytical and numerical solutions, with the explicit scheme going from stable to unstable as the time and space refinement changes. The fractional advection-dispersion application produced small deviations from the analytical solution. These deviations, however, are analogous to the numerical dispersions encountered in conventional finite difference solutions of the advection-dispersion equation. The new method is also compared with the traditional L2 method. Notably, an example that involves asymmetrical fractional conditions, a fractional diffusivity that depends on time, and a source term show how the methods compare. Overall, this study assesses the quality and easiness of use of the numerical method.
Keywords:anomalous diffusion  Caputo fractional derivative  fractional advection-dispersion equation  fractional finite difference method  shifted Grünwald-Letnikov
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