Fitted finite difference method for third order singularly perturbed convection diffusion equations with integral boundary condition

Abstract

A class of third order singularly perturbed convection diffusion type equations with integral boundary condition is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The method suggested is of almost first order convergent. An error estimate is derived in the discrete norm. Numerical examples are presented, which validate the theoretical estimates.