A simpler analysis of a hybrid numerical method for time-dependent convection-diffusion problems

DOI10.1016/J.CAM.2011.05.025MaRDI QIDQ633982zbMATH OpenOpenAlexFDO

Authors C. Clavero, J. L. Gracia, Martin Stynes

Publication date 2 August 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2011.05.025

zbMATH Keywords

convection-diffusion parabolic problemhybrid finite difference schemenumerical examplesShishkin meshuniform convergence

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Review text

The authors propose a hybrid numerical scheme for a time dependent convection-diffusion problem. They construct a tensor product mesh which is equidistant in time and a Shishkin mesh in space. Convergence of the scheme is analysed and it is established that the scheme converges uniformly even for a small diffusion coefficient. The scheme is tested for two problems and it is shown that the scheme works satisfactorily if the compatibility conditions of the boundary data are satisfied at the corner.

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Cites work

• Analysis of Some Difference Approximations for a Singular Perturbation Problem Without Turning Points
• High order methods on Shishkin meshes for singular perturbation problems of convection-diffusion type
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• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• Layer-adapted meshes and FEM for time-dependent singularly perturbed reaction-diffusion problems
• On the uniform in small parameter convergence of a weighted scheme for the one-dimensional time-dependent convection-diffusion equation.
• Parameter-uniform hybrid numerical scheme for time-dependent convection-dominated initial-boundary-value problems
• Robust Numerical Methods for Singularly Perturbed Differential Equations
• The midpoint upwind scheme
• Uniform pointwise convergence of difference schemes for convection-diffusion problems on layer-adapted meshes

Cited in

(30)

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• Numerical solution of generalized Black-Scholes model
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• Numerical study of time delay singularly perturbed parabolic differential equations involving both small positive and negative space shifts
• Convergence analysis of a coupled method for time-dependent convection-diffusion equations
• A higher order uniformly convergent method for singularly perturbed delay parabolic partial differential equations
• An efficient hybrid numerical scheme for convection-dominated boundary-value problems
• Application of sinc-Galerkin method to singularly perturbed parabolic convection-diffusion problems
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• Numerical analysis for a class of coupled system of singularly perturbed time‐dependent convection‐diffusion equations with a discontinuous source term
• A second order fractional step hybrid numerical algorithm for time delayed singularly perturbed 2D convection-diffusion problems
• Parameter uniform numerical method for a system of singularly perturbed parabolic convection-diffusion equations
• Convergence analysis of a layer resolving numerical techniquefor a class of coupled system of singularly perturbed parabolic convection-diffusion equations having an interface
• A uniformly convergent analysis for multiple scale parabolic singularly perturbed convection-diffusion coupled systems: optimal accuracy with less computational time
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• Sinc approximation method for solving system of singularly perturbed parabolic convection-diffusion equations
• An effective numerical approach for solving a system of singularly perturbed differential-difference equations in biology and physiology
• A fast robust numerical method for singularly perturbed parabolic convection-diffusion systems with a non-smooth source term
• A robust numerical scheme via grid equidistribution for singularly perturbed delay partial differential equations arising in control theory
• Modeling singularly perturbed parabolic partial differential equations with Robin boundary conditions for thermal management through equidistribution grid
• On the numerical treatment of two-parameter singularly perturbed parabolic problems using HODIE finite difference scheme

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