A novel finite volume method for the Riesz space distributed-order advection-diffusion equation

In this paper, we investigate the finite volume method (FVM) for a distributed-order space fractional advection-diffusion (AD) equation. The mid-point quadrature rule is used to approximate the distributed-order equation by a multi-term fractional model. Next, the transformed multi-term fractional equation is solved by discretizing in space by the finite volume method and in time using the Crank-Nicolson scheme. We use a novel technique to deal with the convection term, by which the Riesz fractional derivative of order 0 < gamma < 1 is transformed into a fractional integral form. An important contribution of our work is the use of nodal basis function to derive the discrete form of our model. The unique solvability of the scheme is also discussed and we prove that the Crank-Nicolson scheme is unconditionally stable and convergent with second-order accuracy. Finally, we give some examples to show the effectiveness of the numerical method. (C) 2017 Elsevier Inc. All rights reserved.