A simpler analysis of a hybrid numerical method for time-dependent convection–diffusion problems

摘要

A finite difference method for a time-dependent convection–diffusion problem in one space dimension is constructed using a Shishkin mesh. In two recent papers (Clavero et al. (2005) [2] and Mukherjee and Natesan (2009) [3]), this method has been shown to be convergent, uniformly in the small diffusion parameter, using somewhat elaborate analytical techniques and under a certain mesh restriction. In the present paper, a much simpler argument is used to prove a higher order of convergence (uniformly in the diffusion parameter) than in [2], [3] and under a slightly less restrictive condition on the mesh.