A parameter-uniform numerical method for a Sobolev problem with initial layer (Q2641446)

The authors discuss the numerical solution of singularly perturbed initial-boundary value problems for the Sobolev equation in one spatial dimension. Such problems arise for instance in the study of heat conduction and feature an exponential initial layer in time. Space discretization uses finite differences on uniform meshes and time discretization is based on the backward Euler method on Shishkin meshes. It is proven that the fully discrete scheme is convergent of second order in space and almost linearly in time, both independently of the perturbation parameter. Two simple numerical examples illustrate the theory.