Novel Defect-correction High-order, in Space and Time, Accurate Schemes for Parabolic Singularly Perturbed Convection-diffusion Problems

Abstract: New high-order accurate finite difference schemes based on defect correction are considered for an initial boundary-value problem on an interval for singularly perturbed parabolic PDEs with convection; the highest space derivative in the equation is multiplied by the perturbation parameter ε. Solutions of the well-known classical numerical schemes for such problems do not converge ε-uniformly (the errors of such schemes depend on the value of the parameter ε and are comparable with the solution itself for small values of ε). The convergence order of the existing ε-uniformly convergent schemes does not exceed 1 in space and time. In this paper, using a defect correction technique, we construct a special difference scheme that converges ε-uniformly with the second (up to a logarithmic factor) order of accuracy with respect to x and with the second order of accuracy and higher with respect to t.

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Novel Defect-correction High-order, in Space and Time, Accurate Schemes for Parabolic Singularly Perturbed Convection-diffusion Problems ; volume:3 ; number:3 ; year:2003 ; pages:387-404
Computational methods in applied mathematics ; 3, Heft 3 (2003), 387-404

Creator
Hemker, Pieter W.
Shishkin, Gregorii I.
Shishkin, Lidia P.

DOI
10.2478/cmam-2003-0025
URN
urn:nbn:de:101:1-2410261609346.332485044473
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:25 AM CEST

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Associated

  • Hemker, Pieter W.
  • Shishkin, Gregorii I.
  • Shishkin, Lidia P.

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