On finite difference fitted schemes for singularly perturbed boundary value problems with a parabolic boundary layer (Q1359611)

The smoothness of solutions to boundary value problems for singularly perturbed elliptic or parabolic equations is lost whenever the perturbation parameter \(\varepsilon\) tends to zero. In order to avoid the decrease of the accuracy of an associated approximate solution, numerical schemes that converge \(\varepsilon\)-uniformly have to be constructed. With the paper in hand, the author extends results from previous work and proves that there is no so-called fitted operator method converging \(\varepsilon\)-uniformly in the discrete maximum norm to a solution with parabolic boundary layers. Fitted operator methods are finite difference or element methods with parameters/coefficients chosen such as to achieve convergence \(\varepsilon\)-uniform on an arbitrary grid, whereas fitted mesh methods use a redistribution of the given mesh points or a condensed grid. The non-existence result is shown for both, schemes with or without a discrete maximum principle, approximating the Dirichlet problem for the singularly perturbed heat equation as well as for an elliptic problem.