If you write differentiation operator in Finite Difference Method, like forward operator, center operator (2nd order) and backward operator. You may use that with operator calculus for building other differentiation numerically:
For example D(.) := d(.)/dxwith central discrete differencing, D acting on D is D^2 , you can use that to make D to the power of alpha which is a non integer (What you see in fractional PDE)
I know some deep literature on Ft-ADE (Time-Fractional Advection Diffusion Equation) from groundwater transport researchers, but I do not know the Fx-ADE
See the works by Kavvas:
ML Kavvas, A Ercan, J Polsinelli (2017), Governing equations of transient soil water flow and soil water flux in multi-dimensional fractional anisotropic media and fractional time, Hydrology and Earth System Sciences, 21 (3), 1547
ML Kavvas, T Tu, A Ercan, J Polsinelli (2017), Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time, Earth System Dynamics, 8 (4), 921
The Blue Book by Randall J. LeVeque on Finite Difference
@ Ahmed A. Hamoud, Thankfully, could you please recommend an efficient method from the above mentioned ones in order to be compared analytically with RK4 method,.. e.t.c,