Numerical solution of a mixed singularly perturbed parabolic-elliptic problem (Q2492981)

The paper describes a numerical method to solve mixed parabolic-elliptic partial differential equations in one space dimension which are singularly perturbed. The space domain consists of two subdomains. In the first the problem is governed by a parabolic reaction-diffusion equation, while in the second it is governed by an elliptic convection-diffusion-reaction equation. Some properties of the analytical solution are recalled and the solution is decomposed into a regular component and a singular one which is later used for the numerical analysis. Uniform bounds for their derivatives are also derived. The equation is discretized using a finite difference scheme with a grid being locally refined near the boundary and the interface, called a Shishkin type mesh. A priori bounds of the discrete problem are given and the uniform convergence in the discrete maximum norm with respect to the perturbation parameter of the globally almost second-order scheme is proven. Numerical results illustrate the theoretical results.