A difference scheme for a singularly perturbed parabolic equation degenerating on the boundary (Q1803140)

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scientific article; zbMATH DE number 220277
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A difference scheme for a singularly perturbed parabolic equation degenerating on the boundary
scientific article; zbMATH DE number 220277

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    A difference scheme for a singularly perturbed parabolic equation degenerating on the boundary (English)
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    29 June 1993
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    A parabolic problem of the type \(\varepsilon u_{xx}(x,t)-xu_ t(x,t) - c(x,t) \cdot u(x,t) = f(x,t)\), \((x,t) \in G\), \(u(x,t) = \varphi(x,t)\), \((x,t) \in S\), \(G = (0,d) \times (0,T]\), \(S = \overline{G}\setminus G\), is considered. A finite difference scheme which converges uniformly with respect to the parameter \(\varepsilon\) is analyzed.
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    difference schemes
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    singular perturbation
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    parabolic equation
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    uniform convergence
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