Fourth-order schemes of exponential type for singularly perturbed parabolic partial differential equations (Q2477871)

This paper is concerned with a fourth-order scheme for approximation a 1-dimensional parabolic problem of the form \[ u_t-\varepsilon u_{xx}-b(x,t) u_x+d(x,t) u=f(x,t) \] subject to Dirichlet boundary conditions. Here \(0<\varepsilon\leq 1\) and \(b,d,f\) are smooth functions. The authors use an exponential tridiagonal scheme for computing the local truncation error. The resulting coefficients are polynomials in \(z=h/\varepsilon\), where \(h\) represents the mesh width. Stability analysis for this type of scheme is also discussed. Numerical results and comparisons with other finite difference schemes are also presented.