Computer difference scheme for a singularly perturbed reaction-diffusion equation in the presence of perturbations

G. I. Shishkin

Modelirovanie i analiz informacionnyh sistem, Tome 23 (2016) no. 5, pp. 577-586

Résumé

In this paper, for a singularly perturbed parabolic reaction-diffusion equation with a perturbation parameter $\varepsilon^2$, $\varepsilon \in (0,1]$, multiplying the highest-order derivative in the equation, an initial-boundary value Dirichlet problem is considered. For this problem, a standard difference scheme constructed by using monotone grid approximations of the differential problem on uniform grids, is studied in the presence of computer perturbations. Perturbations of grid solutions are studied, which are generated by computer perturbations, i.e., the computations on a computer. The conditions imposed on admissible computer perturbations are obtained under which the accuracy of the perturbed computer solution is the same by order as the solution of an unperturbed difference scheme, i.e., a standard scheme in the absence of perturbations. The schemes of this type with controlled computer perturbations belong to computer difference schemes, also named reliable difference schemes.

Détail

Keywords: initial–boundary value problem, singularly perturbed parabolic equation, standard difference scheme, uniform grid, computer difference scheme.
Mots-clés : reaction-diffusion equation, computer perturbations