A splitting uniformly convergent method for one-dimensional parabolic singularly perturbed convection-diffusion systems

Clavero Gracia, Carmelo (Universidad de Zaragoza) ; Jorge Ulecia, Juan Carlos

Resumen: In this paper we deal with solving robustly and efficiently one-dimensional linear parabolic singularly perturbed systems of convection-diffusion type, where the diffusion parameters can be different at each equation and even they can have different orders of magnitude. The numerical algorithm combines the classical upwind finite difference scheme to discretize in space and the fractional implicit Euler method together with an appropriate splitting by components to discretize in time. We prove that if the spatial discretization is defined on an adequate piecewise uniform Shishkin mesh, the fully discrete scheme is uniformly convergent of first order in time and of almost first order in space. The technique used to discretize in time produces only tridiagonal linear systems to be solved at each time level; thus, from the computational cost point of view, the method we propose is more efficient than other numerical algorithms which have been used for these problems. Numerical results for several test problems are shown, which corroborate in practice both the uniform convergence and the efficiency of the algorithm.

Idioma: Inglés

DOI: 10.1016/j.apnum.2022.09.012

Año: 2023

Publicado en: APPLIED NUMERICAL MATHEMATICS 183 (2023), 317-332
ISSN: 0168-9274

Factor impacto JCR: 2.2 (2023)

Categ. JCR: MATHEMATICS, APPLIED rank: 46 / 332 = 0.139 (2023) - Q1 - T1

Factor impacto CITESCORE: 5.6 - Applied Mathematics (Q1) - Computational Mathematics (Q1) - Numerical Analysis (Q1)

Factor impacto SCIMAGO: 1.006 - Applied Mathematics (Q1) - Numerical Analysis (Q1) - Computational Mathematics (Q1)

Financiación: info:eu-repo/grantAgreement/ES/DGA-FSE/E24-17R
Financiación: info:eu-repo/grantAgreement/ES/IUMA/MTM2017-83490-P

Tipo y forma: Artículo (Versión definitiva)

Área (Departamento): Área Matemática Aplicada (Dpto. Matemática Aplicada)