We consider the first boundary value problem for a singularly perturbed para-bo-lic PDE with convection on an interval. For the case of sufficiently smooth data, it is easy to construct a standard finite difference operator and a piecewise uniform mesh, condensing in the boundary layer, which gives an $epsilon$-uniformly convergent difference scheme. The order of convergence for such a scheme is exactly one and up to a small logarithmic factor one with respect to the time and space variables, respectively. In this paper we construct high-order time-accurate $epsilon$-uniformly convergent schemes by a defect correction technique. The efficiency of the new defect-correction scheme is confirmed by numerical experiments.

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Modelling, Analysis and Simulation [MAS]
Scientific Computing

Hemker, P.W, Shishkin, G.I, & Shishkina, L.P. (2001). High-order time-accurate schemes for parabolic singular perturbation problems with convection. Modelling, Analysis and Simulation [MAS]. CWI.