A parameter robust numerical method for a two dimensional reaction-diffusion problem.

In this paper a singularly perturbed reaction-diffusion partial differential equation in two space dimensions is examined. By means of an appropriate decomposition, we describe the asymptotic behaviour of the solution of problems of this kind. A central finite difference scheme is constructed for this problem which involves an appropriate Shishkin mesh. We prove that the numerical approximations are almost second order uniformly convergent (in the maximum norm) with respect to the singular perturbation parameter. Some numerical experiments are given that illustrate in practice the theoretical order of convergence established for the numerical method

Numerical approximation of solution derivatives of singularly peprturbed parabolic problems of convection-difffusion type

Numerical approximations to the solution of a linear singularly perturbed parabolic convection-diffusion problem are generated using a backward Euler method in time and an upwinded finite difference operator in space on a piecewise-uniform Shishkin mesh. A proof is given to show first order convergence of these numerical approximations in an appropriately weighted C^1$-norm. Numerical results are given to illustrate the theoretical error bounds

Convergence in positive time for a finite difference method applied to a fractional convection-diffusion equation

A standard finite difference method on a uniform mesh is used to solve a time-fractional convection-diffusion initial-boundary value problem. Such problems typically exhibit a mild singularity at the initial time t=0. It is proved that the rate of convergence of the maximum nodal error on any subdomain that is bounded away from t=0 is higher than the rate obtained when the maximum nodal error is measured over the entire space-time domain. Numerical results are provided to illustrate the theoretical error bounds