Numerical solution of singularly perturbed parabolic differential difference equations

Authors

DOI:

https://doi.org/10.31489/2025m3/107-124

Keywords:

singular perturbation problem, differential difference equation, implicit Euler technique, upwind method, Shishkin mesh, parameter-uniform convergence, Richardson extrapolation

Abstract

This study presents a computational method for the singularly perturbed parabolic differential difference equations with small negative shifts in convection and reaction terms. To handle the small negative shifts, the Taylor series expansion is applied. Then, the resulting asymptotically equivalent singularly perturbed parabolic convection-diffusion-reaction problem is discretized in the time variable using the implicit Euler technique on a uniform mesh, while the upwind method on a Shishkin mesh is used to discretize the space variable. Almost first-order convergence was achieved by establishing the stability and parameter-uniform convergence of the method. The Richardson extrapolation approach improved the rate of convergence to nearly second-order. Numerical experiments have been carried out in order to support the findings from the theory. The numerical results are presented in tables in terms of maximum absolute errors and graphs. The present results improve the existing methods in the literature. This finding highlights the efficiency of the method, paving the way for its application in other types of singularly perturbed parabolic problems. This method is capable of greatly improving computing performance in a variety of scenarios, which researchers can further explore.

References

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Published

2025-09-30

How to Cite

Huka, D., Melesse, W., & Gelu, F. (2025). Numerical solution of singularly perturbed parabolic differential difference equations. Bulletin of the Karaganda University. Mathematics Series, 119(3), 107–124. https://doi.org/10.31489/2025m3/107-124

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MATHEMATICS