Second Order Parameter-Uniform Convergence for a Finite Difference Method for a Singularly Perturbed Linear Parabolic System

Second Order Parameter-Uniform Convergence for a Finite Difference Method for a Singularly Perturbed Linear Parabolic System

Year:    2013

International Journal of Numerical Analysis and Modeling, Vol. 10 (2013), Iss. 1 : pp. 178–202

Abstract

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The diffusion term of each equation is multiplied by a small positive parameter. These singular perturbation parameters are assumed to be distinct. The components of the solution exhibit overlapping layers. Shishkin piecewise-uniform meshes are introduced, which are used in conjunction with a classical finite difference discretisation, to construct a numerical method for solving this problem. It is proved that in the maximum norm the numerical approximations obtained with this method are first order convergent in time and essentially second order convergent in the space variable, uniformly with respect to all of the parameters.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2013-IJNAM-564

International Journal of Numerical Analysis and Modeling, Vol. 10 (2013), Iss. 1 : pp. 178–202

Published online:    2013-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    25

Keywords:    Singular perturbation problems parabolic problems boundary layers uniform convergence finite difference scheme Shishkin mesh.