Finite difference method for the Riesz space distributed-order advection–diffusion equation with delay in 2D: convergence and stability

In this paper, we propose numerical methods for the Riesz space distributed-order advection–diffusion equation with delay in 2D. We utilize the fractional backward differential formula method of second order (FBDF2), and weighted and shifted Grünwald difference (WSGD) operators to approximate the Riesz fractional derivative and develop the finite difference method for the RFADED. It has been shown that the obtained schemes are unconditionally stable and convergent with the accuracy of O ( h 2 + k 2 + κ 2 + σ 2 + ρ 2 ) , where h , k and κ are space step for x , y and time step, respectively. Also, numerical examples are constructed to demonstrate the effectiveness of the numerical methods, and the results are found to be in excellent agreement with analytic exact solution.