A parameter uniform essentially firsorder convergent numerical method for a parabolic system of singularly perturbed differential equations of reaction—diffusion type with initial and Robin boundary conditions

In this paper,a class of linear parabolic systems of singularly perturbed second-order differential equations of reaction-diffusion type with initial and Robin boundary conditions is considered.The components of the solution u→ of this system are smooth,whereas the components of αu→/αx exhibit parabolic boundary layers.A numerical method composed of a classical finite difference scheme on a piecewise uniform Shishkin mesh is suggested.This method is proved to be first-order convergent in time and essentially first-order convergent in the space variable in the maximum norm uniformly in the perturbation parameters.