Wavelet-based approximation with nonstandard finite difference scheme for singularly perturbed partial integrodifferential equations

Abstract

A non-standard finite difference scheme with Haar wavelet basis functions is constructed for the convection–diffusion type singularly perturbed partial integrodifferential equations. The scheme comprises the Crank–Nicolson time semi-discretization followed by the Haar wavelet approximation in the spatial direction. The presence of the perturbation parameter leads to a boundary layer in the solution’s vicinity of x=1. The Shishkin mesh is constructed to resolve the boundary layer. The method is proved to be parameter-uniform convergent of order two in the L2-norm through meticulous error analysis. Compared to the recent methods developed to solve such problems, the present method is a boundary layer resolving, fast, and elegant.