Parameter uniform numerical method for a system of two coupled singularly perturbed parabolic convection-diffusion equations

Abstract In this paper, we propose a numerical scheme for a system of two linear singularly perturbed parabolic convection-diffusion equations. The presented numerical scheme consists of a classical backward-Euler scheme on a uniform mesh for the time discretization and an upwind finite difference scheme on an arbitrary nonuniform mesh for the spatial discretization. Then, for the time semidiscretization scheme, an a priori and an a posteriori error estimations in the maximum norm are obtained. It should be pointed out that the a posteriori error bound is suitable to design an adaptive algorithm, which is used to generate an adaptive spatial grid. It is proved that the method converges uniformly in the discrete maximum norm with first-order time and spatial accuracy, respectively, for the fully discrete scheme. At last, some numerical results are given to validate the theoretical results.