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Numerical methods for parabolic equation with a small parameter in time variable

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Abstract

In this paper, we discuss the parabolic equation with a small parameter on the derivative in time variable. We construct difference scheme on the non-uniform mesh according to Bakhvalov, and prove the one-order uniform convergence of this scheme. Numerical results are presented.

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Qi-guang, W., Ji-chun, L. Numerical methods for parabolic equation with a small parameter in time variable. Appl Math Mech 12, 733–739 (1991). https://doi.org/10.1007/BF02458162

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  • DOI: https://doi.org/10.1007/BF02458162

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