Banafshe Reasi Alkohi - Department of Applied Math, Shahrekord University Shahrekord, Iran
Reze Khoshsiar Ghaziani - Department of Applied Math, Shahrekord University Shahrekord, Iran
Mehdi Ghasemi - Department of Applied Math, Shahrekord University Shahrekord, Iran

In this paper, we consider a fractional advection-diffusion equation. The implicit difference method is used to discretize the fractional diffusion equation. To improve the implicit method, we use a preconditioned generalized minimal residual (preconditioned GMRES) method. Numerical experiments are given to illustrate the efficiency of the method.

Fractional advection-diffusion equations, Preconditioer, Generalized minimal residual method