Parameter-uniform numerical methods for singularly perturbed parabolic problems with incompatible boundary-initial data

Abstract

Numerical approximations to the solution of a linear singularly perturbed parabolic reaction-diffusion problem with incompatible bound\-ary-initial data are generated, The method involves combining the computational solution of a classical finite difference operator on a tensor product of two piecewise-uniform Shishkin meshes with an analytical function that captures the local nature of the incompatibility. A proof is given to show almost first order parameter-uniform convergence of these numerical/analytical approximations. Numerical results are given to illustrate the theoretical error bounds.