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A simpler analysis of a hybrid numerical method for time-dependent convection-diffusion problems
Authors:C Clavero  JL Gracia
Institution:
  • a Department of Applied Mathematics, University of Zaragoza, Spain
  • b Department of Mathematics, National University of Ireland, Cork, Ireland
  • Abstract:A finite difference method for a time-dependent convection-diffusion problem in one space dimension is constructed using a Shishkin mesh. In two recent papers (Clavero et al. (2005) 2] and Mukherjee and Natesan (2009) 3]), this method has been shown to be convergent, uniformly in the small diffusion parameter, using somewhat elaborate analytical techniques and under a certain mesh restriction. In the present paper, a much simpler argument is used to prove a higher order of convergence (uniformly in the diffusion parameter) than in 2] and 3] and under a slightly less restrictive condition on the mesh.
    Keywords:Convection-diffusion parabolic problem  Uniform convergence  Shishkin mesh  Hybrid finite difference scheme
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