A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems
Autor: | Anuradha Jha, Mohan K. Kadalbajoo |
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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 |
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