A difference method for singular perturbation problem of hyperbolic- parabolic partial differential equation (Q1077898): Difference between revisions

For a singularly perturbed hyperbolic equation \(\epsilon u_{tt}+u_ t-u_{xx}=f(x,t)\); \(0<x<1\), \(0<t<T\); \(u(0,t)=u(1,t)=0\); \(0<t<T\); \(u(x,0)=s(x)\); \(u_ t(x,0)=w(x)\); \(0<x<1\) where \(\epsilon >0\) is a small parameter, the author constructs a finite- difference scheme convergent uniformly with respect to the parameter \(\epsilon\). The uniform convergence is achieved by introducing fitting factors into the approximation of the highest derivative and of the second initial condition. Use is made of the solution to the reduced parabolic equation \((\epsilon =0)\).