High-order Time-accurate Schemes for Singularly Perturbed Parabolic Convection-diffusion Problems with Robin Boundary Conditions

Abstract

Abstract The boundary-value problem for a singularly perturbed parabolic PDE with convection is considered on an interval in the case of the singularly perturbed Robin boundary condition; the highest space derivatives in the equation and in the boundary condition are multiplied by the perturbation parameter ε. The order of convergence for the known ε-uniformly convergent schemes does not exceed 1. In this paper, using a defect correction technique, we construct ε-uniformly convergent schemes of highorder time-accuracy. The efficiency of the new defect-correction schemes is confirmed by numerical experiments. A new original technigue for experimental studying of convergence orders is developed for the cases where the orders of convergence in the x-direction and in the t-direction can be substantially different.