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Grid approximation of singularly perturbed parabolic equations with piecewise continuous initial-boundary conditions
G. I. Shishkin
Abstract:
The Dirichlet problem is considered for a singularly perturbed parabolic reaction-diffusion equation with piecewise continuous initial-boundary conditions in a rectangular domain. The highest derivative in the equation is multiplied by a parameter
$\varepsilon^2$,
$\varepsilon\in (0,1]$. For small values of the parameter
$\varepsilon$, in a neighborhood of the lateral part of the boundary and in a neighborhood of the characteristic of the limit equation passing through the point of discontinuity of the initial function, there arise a boundary layer and an interior layer (of characteristic width
$\varepsilon$), respectively, which have bounded smoothness for fixed values of the parameter
$\varepsilon$. Using the method of additive splitting of singularities (generated by discontinuities of the boundary function and its low-order derivatives), as well as the method of condensing grids (piecewise uniform grids condensing in a neighborhood of boundary layers), we construct and investigate special difference schemes that converge
$\varepsilon$-uniformly with the second order of accuracy in
$x$ and the first order of accuracy in
$t$, up to logarithmic factors.
UDC:
519.633 Received: 19.03.2007