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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 8, Pages 1416–1436
(Mi zvmmf4735)
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This article is cited in 11 scientific papers (total in 11 papers)
The Richardson scheme for the singularly perturbed parabolic reaction-diffusion equation in the case of a discontinuous initial condition
G. I. Shishkin Institute of Mathematics and Mechanics, Ural Division, Russian Academy of Sciences, ul. S. Kovalevskoi 16, Yekaterinburg, 620219, Russia
Abstract:
The Dirichlet problem for a singularly perturbed parabolic reaction-diffusion equation with a piecewise continuous initial condition in a rectangular domain is considered. The higher order derivative in the equation is multiplied by a parameter $\varepsilon^2$, where $\varepsilon\in(0,1]$. When $\varepsilon$ is small, a boundary and an interior layer (with the characteristic width $\varepsilon$) appear, respectively, in a neighborhood of the lateral part of the boundary and in a neighborhood of the characteristic of the reduced equation passing through the discontinuity point of the initial function; for fixed $\varepsilon$, these layers have limited smoothness. Using the method of additive splitting of singularities (induced by the discontinuities of the initial function and its low-order derivatives) and the condensing grid method (piecewise uniform grids that condense in a neighborhood of the boundary layers), a finite difference scheme is constructed that converges $\varepsilon$-uniformly at a rate of $O(N^{-2}\ln^2+N_0^{-1})$, where $N+1$ and $N_0+1$ are the numbers of the mesh points in $x$ and $t$, respectively. Based on the Richardson technique, a scheme that converges $\varepsilon$-uniformly at a rate of $ON^{-3}+N_0^{-2})$ is constructed. It is proved that the Richardson technique cannot construct a scheme that converges in $\varepsilon$-uniformly in $x$ with an order greater than three.
Key words:
singularly perturbed boundary value problem, parabolic reaction-diffusion equation, piecewise continuous initial condition, grid approximation, method of additive splitting of singularities, special grids, $\varepsilon$-uniform convergence, Richardson technique.
Received: 20.10.2008
Citation:
G. I. Shishkin, “The Richardson scheme for the singularly perturbed parabolic reaction-diffusion equation in the case of a discontinuous initial condition”, Zh. Vychisl. Mat. Mat. Fiz., 49:8 (2009), 1416–1436; Comput. Math. Math. Phys., 49:8 (2009), 1348–1368
Linking options:
https://www.mathnet.ru/eng/zvmmf4735 https://www.mathnet.ru/eng/zvmmf/v49/i8/p1416
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