A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems

Autor: Anuradha Jha, Mohan K. Kadalbajoo
Rok vydání: 2014
Předmět:
Zdroj: International Journal of Computer Mathematics. 92:1204-1221
ISSN: 1029-0265
0020-7160
Popis: A finite difference method for a time-dependent singularly perturbed convection-diffusion-reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin-Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin-Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.
Databáze: OpenAIRE