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1 Journal of Applied Mathematics and Computational Mechanics

1 2021

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Uniformly convergent higher-order finite difference scheme for singularly perturbed parabolic problems with non-smooth data

Bullo Tesfaye Aga, Degla Guy Aymard, Duressa Gemechis File

Journal of Applied Mathematics and Computational Mechanics

2021

Vol. 20, nr 1

5-16

A uniformly convergent higher-order finite difference scheme is constructed and analyzed for solving singularly perturbed parabolic problems with non-smooth data. This scheme involves an average non-standard finite difference with the Richardson extrapolation method for space variables and second-order finite difference approximation for time direction on uniform meshes. The scheme is shown to be second-order convergent in both temporal and spatial directions. Further, the scheme is proven to be uniformly convergent and also confirmed by numerical experiments. Wide numerical experiments are conducted to support the theoretical results and to demonstrate its accuracy. Concisely, the present scheme is stable, convergent, and more accurate than existing methods in the literatur