Fitted Operator Average Finite Difference Method

Abstract

In this paper, we study a fitted operator average finite difference method for solving singularly perturbed parabolic convection-diffusion problems with boundary layer at right side. After discretizing the solution domain uniformly, the differential equation is replaced by average finite difference approximation which gives system of algebraic equation at each time levels. The stability and consistency of the method established very well to guarantee the convergence of the method. Furthermore, some numerical results are given to support our theoretical results and to validate the betterment of using fitted operator methods.