A second order scheme for a time-dependent, singularly perturbed convection-diffusion equation (Q1612329)
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English | A second order scheme for a time-dependent, singularly perturbed convection-diffusion equation |
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A second order scheme for a time-dependent, singularly perturbed convection-diffusion equation (English)
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22 August 2002
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The paper presents a numerical scheme for initial boundary value problems. A singularly perturbed one-dimensional time-dependent convection-diffusion equation is discretized in space using linear finite elements. For time discretization an implicit mid-point rule is used. It is shown that a Bakhvalov-Shishkin mesh yields a stable scheme for time dependent problems. The method is second-order convergent in space and time. The error estimates are illustrated by a numerical example.
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convection-diffusion equation
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initial-boundary value problem
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singular perturbation
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stability
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convergence
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error bound
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finite elements
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Bakhvalov-Shishkin mesh
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numerical example
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