Skip to main content
Log in

The fundamental solution of the space-time fractional advection-dispersion equation

  • Published:
Journal of Applied Mathematics and Computing Aims and scope Submit manuscript

Abstract

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order α ∈ (0, 1], and the second-order space derivative is replaced with a Riesz-Feller derivative of order β ∈ (0, 2]. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. V.V. Anh and N.N. Leonenka,Spectral analysis of fractional kinetic equations with random data, J. Stat. Physics,104, N5/6 (2001), 1349–1387.

    Article  MATH  Google Scholar 

  2. V.V. Anh and N.N. Leonenko,Renormalization and homogenization of fractional diffusion equations with random data, Probab. Theory Rel. Fields,124 (2002), 381–408.

    Article  MATH  MathSciNet  Google Scholar 

  3. V.V. Anh and N.N. Leonenko,Harmmonic analysis of fractional diffusion-wave equations, Applied Math. Comput.,48(3) (2003), 239–252.

    MathSciNet  Google Scholar 

  4. M. BAsu and D.P. Acharya,On quadratic fractional generalized solid bi-criterion, J. Appl. Math. and Computing(old:KJCAM)2(2002), 131–144.

    Article  MathSciNet  Google Scholar 

  5. D.A. Benson,The fractional advection dispersion equation: Development and application, Ph.D. thesis, Univ. of Nev. Reno, 1998.

  6. D.A. Benson, S.W. Wheatcraft and M.M. Meerschaert,Application of a fractional advection-dispersion equation, Water Resources Research,36(6) (2000), 1403–1412.

    Article  Google Scholar 

  7. M. Caputo,Linear model of dissipation whose Q is almost frequency indepent-H, Geophys. J. R. Astr. Soc.,13 (1967), 529–539.

    Google Scholar 

  8. M.M. Djrbashian,Integral transforms and representations of functions in the complex plane, Nauka, 1966 (in russian).

  9. A.M.A. El-Sayed and M.A.E. Aly,Continuation theorem of fractionalorder evolutionary integral equations, J. Appl. Math. and Computing (old:KJCAM)2(2002), 525–534.

    MathSciNet  Google Scholar 

  10. A. Erdélyi, W. Magnus, F. Oberhettinger, F.G. Tricomi,Higer transcendental functions,3, New York, McGraw-Hill, (1953-1954).

    Google Scholar 

  11. Y. Fujita,Integro differential equation which interpolates the heat equation and the wave equation, Osaka, J. Math.27 (2004), 309–321.

    Google Scholar 

  12. A.A. Kilbas, T. Pierantozzi, J. Trujillo,On the solution of fractional evolution equations, J. Phys. A: Math. Gen.37 (2004), 3271–3283.

    Article  MATH  MathSciNet  Google Scholar 

  13. F. Liu, I. Turner and V. Anh,An unstructured mesh finite volume method for modelling saltwater intrusion into coatal aquifer, J. Appl. Math. and Computing (old:KJCAM)9 (2002), 391–407.

    MATH  MathSciNet  Google Scholar 

  14. F. Liu, L.W. Turner, V. Anh and N. Su,A two-dimensional finite volume method for transient simulation of time-, scale-and density-dependent transport in heterogeneous aquifer systems, J. Appl. Math. and Computing11 (2003a), 215–241.

    Article  MATH  MathSciNet  Google Scholar 

  15. F. Liu, I.W. Turner, V. Anh and P. Zhuang,Time fractional advection-dispersion equation, J. Appl. Math. and Computing13(2003b), 233–245.

    Article  MATH  MathSciNet  Google Scholar 

  16. F. Liu, V.V. Anh and I. Turner:Numerical solution of the space fractional Fokker-Plank Equation, J. Comp. Appl. Math.166 2004, 209–319.

    Article  MATH  MathSciNet  Google Scholar 

  17. W. Feller,On a generalization of Marcel Riesz's potentials and the semigroups generated by them, Meddekanden lunds Universitets Matematiska Seminarium (Comm. Sém. M.athém. Université de Lund), Tome suppl. dédié à M. Riesz, Lund, (1952) 73–81.

  18. R. Gorenflo and F. Mainardi,Approximation of Lévy-Feller diffusion by random walk, ZAA,18 (1999), 231–246.

    MATH  MathSciNet  Google Scholar 

  19. R. Gorenflo, Yu. Luchko and F. Mainardi,Wright function as scale-invariant solutions of the diffusion-wave equation, J. Comp. Appl. Math.118 (2000), 175–191.

    Article  MATH  MathSciNet  Google Scholar 

  20. R. Gorenflo and F. Mainardi,Fractional calculus: integral and differential equations of fractional order, in A. Carpinteri and Mainardi (Editors) Fractals and Fractional Calculus in Continuum Mechanics, Wien and New York, Springer Verlag, (1997), 223–273.

    Google Scholar 

  21. F. Huang and F. Liu,The time fractional diffusion equation and advection-dispersion equation, Submitted to the Australian and New Zealand Industrial and Applied Mathematic Journal (ANZIAM), 2004, in press.

  22. F. Mainardi,Fraction calculus: some basic problems in continuum, and statistical mechanics (A. Carpinteri, F. Mainardi, Eds.),Fractal and Fractional Colin Continuum Mechanics, Springer, Wien (1997), 291–348.

    Google Scholar 

  23. F. Mainardi, Y. Luchko, G. Pagnini,The fundamental solution of the space-time fractional diffusion equation, Fractional Calculus and Applied Analysis,4 (2001), 153–1925.

    MATH  MathSciNet  Google Scholar 

  24. M.M. Meerschaert, D.A. Benson and B. Bäumer,Multidimensional advection and fractional dispersion, Phys. Rev. E.59(5), (1999), 5026–5028.

    Article  Google Scholar 

  25. M.M. Meerschaert and C. Tadjeran,Finite difference approximations for fractional advection-dispersion equations.

  26. I. Podlubny,Fractional differential equations, Academic press, San Diego, 1999.

    MATH  Google Scholar 

  27. R. Schunner, D.A. Benson, M.M. Meerschaert, S.W. Wheatcraft,Eulerian derivation of the factional adverction-dispersion equation, Journal of Contaninant Hydrology48 (2001), 69–88.

    Article  Google Scholar 

  28. A. Saichev and G. Zaslavsky,Fractional kinetic, equations: solutions and applications, Chaos7 (1997), 753–764.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to F. Liu.

Additional information

Fawang Liu received his MSc from Fuzhou University in 1982 and PhD from Trinity College, Dublin, in 1991. Since graduation, he has been working in computational and applied mathematics at Fuzhou University, Trinity College Dublin and University College Dublin, University of Queensland, Queensland University of Technology and Xiamen University. Now he is a Professor at Xiamen University. His research interest is numerical analysis and techniques for solving a wide variety of problems in applicable mathematics, including semiconductor device equations, microwave heating problems, gas-solid reactions, singular perturbation problem, saltwater intrusion into aquifer systems and fractional differential equations.

Fenghui Huang received her MSc and PhD from Xiamen University, Xiamen, China, in 2001 and 2004. Now She is a lecturer at South China University of Technology. Her research interest is numerical computation for PDE, especially, solving the variety of problems in the Computational Fluid Dynamics, such as incompressible fluid flow and turbulence. She also pay respect to some applied problems in fractional differential equations.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Huang, F., Liu, F. The fundamental solution of the space-time fractional advection-dispersion equation. JAMC 18, 339–350 (2005). https://doi.org/10.1007/BF02936577

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02936577

AMS Mathematics Subject Classification

Key words and phrases

Navigation