Numerical Analysis of Singularly Perturbed System of Parabolic Convection–Diffusion Problem with Regular Boundary Layers

In this article, we obtain the numerical solution of singularly perturbed system of parabolic convection–diffusion problems exhibiting boundary layer. The proposed numerical scheme consists of the backward-Euler method for the time derivative and an upwind finite difference scheme for the spatial derivatives. We analyze the scheme on a piecewise-uniform Shishkin mesh for the spatial discretization to establish uniform convergence with respect to the perturbation parameters. For the proposed scheme, the stability analysis is presented and parameter-uniform error estimate is derived. In order to validate the theoretical results, we have carried out some numerical experiments.