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Numerical approximation of solution derivatives of singularly perturbed parabolic problems of convection-diffusion type

Numerical approximation of solution derivatives of singularly perturbed parabolic problems of convection-diffusion type

Numerical approximations to the solution of a linear singularly perturbed parabolic convection-diffusion problem are generated using a backward Euler method in time and an upwinded finite difference operator in space on a piecewise-uniform Shishkin mesh. A proof is given to show first order convergence of these numerical approximations in an …