Numerical Solution of Heat Equation with Singular Robin Boundary Condition

ABSTRACT In this work we study the numerical solution of one-dimensional heat diffusion equation subject to Robin boundary conditions multiplied with a small parameter epsilon greater than zero. The numerical evidences tell us that the numerical solution of the differential equation with Robin boundary condition are very close in certain sense of the analytic solution of the problem with homogeneous Dirichlet boundary conditions when ε tends to zero.