Abstract

In this paper, we deal with a singularly perturbed parabolic convection-diffusion problem. Shishkin mesh and a hybrid third-order finite difference scheme are adopted for the spatial discretization. Uniform mesh and the backward Euler scheme are used for the temporal discretization. Furthermore, a preconditioning approach is also used to ensure uniform convergence. Numerical experiments show that the method is first-order accuracy in time and almost third-order accuracy in space.

Highlights

  • We consider the singularly perturbed parabolic problem posed on the domain G Ωx × Ωt (0, 1) ×

  • Afterwards, Vulanovic and Nhan in [16] improved on what had already been done and proposed a new uniformly convergent numerical scheme. Both the methods proposed in [15, 17] have been analyzed on a piecewise-uniform Shishkin mesh and were proved to be almost third-order accuracy in space

  • We describe the uniform mesh for the temporal discretization of the domain Ωt and the Shishkin mesh for the spatial discretization of the domain Ωx

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Summary

Introduction

We consider the singularly perturbed parabolic problem posed on the domain G Ωx × Ωt (0, 1) × Afterwards, Vulanovic and Nhan in [16] improved on what had already been done and proposed a new uniformly convergent numerical scheme Both the methods proposed in [15, 17] have been analyzed on a piecewise-uniform Shishkin mesh and were proved to be almost third-order accuracy in space. Discretize in the spatial direction by utilizing a hybrid finite difference scheme on the Shishkin mesh. E ultimate goal of numerical methods for problem (1) is to obtain a series of discrete solutions so as to achieve a numerical approximation of the continuous solution Such that its error converges to 0 uniformly as N ⟶ + ∞, where N is the number of discretization on the spatial mesh.

The Mesh
Discretization
Preconditioning
Pseudo Code
Numerical Experiments
Conclusion

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