Richardson extrapolation technique for singularly perturbed system of parabolic partial differential equations with exponential boundary layers

摘要

In this article, we propose a higher-order uniformly convergent numerical scheme for singularly perturbed system of parabolic convection-diffusion problems exhibiting overlapping exponential boundary layers. It is well-known that the the numerical scheme consists of the backward-Euler method for the time derivative on uniform mesh and the classical upwind scheme for the spatial derivatives on a piecewise-uniform Shishkin mesh converges uniformly with almost first-order in both space ant time. Richardson extrapolation technique improves the accuracy of the above mentioned scheme from first-order to second-order uniformly convergent in both time and space. This has been proved mathematically in this article. In order to validate the theoretical results, we carried out some numerical experiments.