A finite difference method for a time-dependent singularly perturbed convection-diffusion-reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin-Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin-Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.

No abstract

No abstract

No abstract

In this article, a hybrid scheme for a two‐parameter elliptic problem with regular exponential and boundary layers on Shishkin mesh is analyzed. The hybrid scheme comprises the central difference method in the layer region and the upwind method in the regular part. The use of the central difference in layer region results in a more accurate resolution of layers. The method is shown to have first‐order parameter uniform convergence. The numerical results corroborate the error estimates presented here.