A parameter-uniform numerical method for a Sobolev problem with initial layer

Amiraliyev G., DURU H., AMIRALIYEVA I. G.

NUMERICAL ALGORITHMS, cilt.44, sa.2, ss.185-203, 2007 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 44 Sayı: 2
  • Basım Tarihi: 2007
  • Doi Numarası: 10.1007/s11075-007-9096-0
  • Dergi Adı: NUMERICAL ALGORITHMS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.185-203
  • Erzincan Binali Yıldırım Üniversitesi Adresli: Hayır

Özet

The present study is concerned with the numerical solution, using finite difference method of a one-dimensional initial-boundary value problem for a linear Sobolev or pseudo-parabolic equation with initial jump. In order to obtain an efficient method, to provide good approximations with independence of the perturbation parameter, we have developed a numerical method which combines a finite difference spatial discretization on uniform mesh and the implicit rule on Shishkin mesh(S-mesh) for the time variable. The fully discrete scheme is shown to be convergent of order two in space and of order one expect for a logarithmic factor in time, uniformly in the singular perturbation parameter. Some numerical results confirming the expected behavior of the method are shown.