Parameter-uniform approximation on equidistributed meshes for singularly perturbed parabolic reaction-diffusion problems with Robin boundary conditions.

Abstract

[EN]In this work we develop a parameter-uniform numerical method on equidistributed meshes for solving a class of singularly perturbed parabolic reaction-diffusion problems with Robin boundary conditions. The discretization consists of a modified Euler scheme in time, a central difference scheme in space, and a special finite difference scheme for the Robin boundary conditions. A uniform mesh is used in the time direction while the mesh in the space direction is generated via the equidistribution of a suitably chosen monitor function. We discuss error analysis and prove that the method is parameter-uniformly convergent of order two in space and order one in time. To support the theoretical result, some numerical experiments are performed.