A high order HODIE finite difference scheme for 1D parabolic singularly perturbed reaction-diffusion problems (Q426525)

This paper is concerned with the numerical approximation scheme for the reaction-diffusion singularly perturbed problem \(u_t-\varepsilon u_{xx}+b(x,t)u=f(x,t)\), \(x\in (0,1)\), \(T\in (0,T]\), subject to initial conditions \(u(x,0)=0\), \(u(0,t)=u(1,t)=0\). The numerical scheme proposed by the authors relies on standard implicit Euler method on a uniform mesh for time discretization combined with a compact fourth order finite difference scheme for the space discretization. The method is uniformly convergent having first order in time and almost fourth order in space. The uniform convergence of the method is obtained by using the asymptotic behavior of the exact solution corresponding to the semidiscrete problem. Various numerical experiments are presented to support the theoretical findings.