An efficient numerical scheme for singularly perturbed parabolic problems with interior layer

  • Authors:
  • Kaushik Mukherjee;Srinivasan Natesan

  • Affiliations:
  • Department of Mathematics, Indian Institute of Technology, Guwahati, India;Department of Mathematics, Indian Institute of Technology, Guwahati, India

  • Venue:
  • Neural, Parallel & Scientific Computations
  • Year:
  • 2008

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Abstract

In this article, a class of singularly perturbed parabolic initial-boundary-value problems possessing strong interior layer due to discontinuous convection coefficient are considered. To solve these problems, we propose a numerical scheme which comprises of classical backward-Euler method tor the time discretization and a hybrid finite difference scheme (which is a proper combination of the midpoint upwind scheme in the outer regions and the classical central difference scheme in the interior layer regions) for the spatial discretization. Computationally we show that the proposed numerical scheme is uniformly convergent with respect to the singular perturbation parameter. This is accomplished by constructing a special rectangular mesh involving a piecewise-uniform Shishkin mesh for the spatial variable. Further, we show higher order accuracy of the proposed scheme by comparing it with a classical implicit upwind finite difference scheme.