A high order HODIE finite difference scheme for 1D parabolic singularly perturbed reaction-diffusion problems |
| |
Authors: | C. Clavero J.L. Gracia |
| |
Affiliation: | Department of Applied Mathematics, University of Zaragoza, Spain |
| |
Abstract: | This paper deals with the numerical approximation of the solution of 1D parabolic singularly perturbed problems of reaction-diffusion type. The numerical method combines the standard implicit Euler method on a uniform mesh to discretize in time and a HODIE compact fourth order finite difference scheme to discretize in space, which is defined on a priori special meshes condensing the grid points in the boundary layer regions. The method is uniformly convergent having first order in time and almost fourth order in space. The analysis of the uniform convergence is made in two steps, splitting the contribution to the error from the time and the space discretization. Although this idea has been previously used to prove the uniform convergence for parabolic singularly perturbed problems, here the proof is based on a new study of the asymptotic behavior of the exact solution of the semidiscrete problems obtained after the time discretization by using the Euler method. Some numerical results are given corroborating in practice the theoretical results. |
| |
Keywords: | Parabolic reaction-diffusion problems Hybrid method Uniform convergence High order Vulanovi? mesh |
本文献已被 ScienceDirect 等数据库收录! |