High order parameter-robust numerical method for time dependent singularly perturbed reaction-diffusion problems (Q708827): Difference between revisions

The paper deals with a high order parameter-robust numerical method for the solution of a Dirichlet problem for a one-dimensional time dependent singularly perturbed reaction-diffusion equation. The parabolic boundary layers appear in the solution of the problem as the perturbation parameter tends to zero. The numerical method combines the Crank-Nicolson method on an uniform mesh in the time direction, together with a hybrid scheme which is a suitable combination of a fourth order compact difference scheme and the standard central difference scheme on a generalized Shishkin mesh in the spatial direction. The authors prove that the numerical method is uniformly convergent of second order in time and almost fourth order in the spatial variable if the discretization parameters satisfy a non-restrictive relation. Numerical experiments are presented to validate the theoretical results and also indicate that the relation between the discretization parameters is not necessary in practice.