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

DOI10.1007/S11075-007-9096-0MaRDI QIDQ2641446zbMATH OpenOpenAlexFDO

Authors Hakki Duru, Ilhame G. Amiraliyeva, Gabil M. Amiraliyev

Publication date 20 August 2007

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-007-9096-0

zbMATH Keywords

backward Euler methodfinite differencesinitial-boundary value problemsnumerical examplesShishkin meshsingular perturbationSobolev equationuniform convergence

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

Review text

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.

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Cited in

(11)

• Reproducing kernel method for singularly perturbed one-dimensional initial-boundary value problems with exponential initial layers
• Higher order uniformly convergent numerical algorithm for time-dependent singularly perturbed differential-difference equations
• Linearized compact difference methods combined with Richardson extrapolation for nonlinear delay Sobolev equations
• Three layer difference method for linear pseudo-parabolic equation with delay
• High-order finite difference technique for delay pseudo-parabolic equations
• Analysis of difference approximations to delay pseudo-parabolic equations
• scientific article; zbMATH DE number 795100 (Why is no real title available?)
• Uniform difference method for singularly pertubated delay Sobolev problems
• Numerical solution of linear pseudo-parabolic equation with time delay using three layer difference method
• Nonpolynomial B-spline collocation method for solving singularly perturbed quasilinear Sobolev equation
• Adaptive mesh extended cubic B-spline method for singularly perturbed delay Sobolev problems

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