• NUMERICAL METHOD FOR SOLVING SINGULARLY PERTURBED INITIAL BOUNDARY VALUE PROBLEM FOR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

Abstract

In this paper, we shall develop a new approach to an implicit method for solving convection–diffusion equation by small parameter with the time derivative term. The suggested method gives highly accurate result whatever the exact solution is too large.  The stability condition and the advantages of the considered method compared with the classical methods as Crank-Nicolson method are discussed.