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Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Parameter-uniform finite difference schemes for singularly perturbed parabolic diffusion-convection-reaction problems

Author(s): E. O'Riordan; M. L. Pickett; G. I. Shishkin.
Journal: Math. Comp. 75 (2006), 1135-1154.
MSC (2000): Primary 65M06, 65M15; Secondary 65M12
Posted: April 3, 2006
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Abstract: In this paper, parameter-uniform numerical methods for a class of singularly perturbed parabolic partial differential equations with two small parameters on a rectangular domain are studied. Parameter-explicit theoretical bounds on the derivatives of the solutions are derived. The solution is decomposed into a sum of regular and singular components. A numerical algorithm based on an upwind finite difference operator and an appropriate piecewise uniform mesh is constructed. Parameter-uniform error bounds for the numerical approximations are established. Numerical results are given to illustrate the parameter-uniform convergence of the numerical approximations.


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Additional Information:

E. O'Riordan
Affiliation: School of Mathematical Sciences, Dublin City University, Glasnevin, Dublin 9, Ireland
Email: eugene.oriordan@dcu.ie

M. L. Pickett
Affiliation: School of Mathematical Sciences, Dublin City University, Glasnevin, Dublin 9, Ireland
Email: maria.pickett2@mail.dcu.ie

G. I. Shishkin
Affiliation: Institute for Mathematics and Mechanics, Russian Academy of Sciences, Ekaterinburg, Russia
Email: shishkin@imm.uran.ru

DOI: 10.1090/S0025-5718-06-01846-1
PII: S 0025-5718(06)01846-1
Keywords: Two parameter, reaction-convection-diffusion, piecewise-uniform mesh
Received by editor(s): September 22, 2004
Posted: April 3, 2006
Additional Notes: This research was supported in part by the National Center for Plasma Science and Technology Ireland, by the Enterprise Ireland research scholarship BR-2001-110 and by the Russian Foundation for Basic Research under grant No. 04-01-00578.
Copyright of article: Copyright 2006, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


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