In this paper, a fitted Numerov method is constructed for a class of singularly perturbed one-dimensional parabolic partial differential equations with a small negative shift in the temporal variable. Similar boundary value problems are associated with a furnace used to process a metal sheet in control theory. Here, the study focuses on the effect of shift on the boundary layer behavior of the solution via finite difference approach. When the shift parameter is smaller than the perturbation parameter, the shifted term is expanded in Taylor series and an exponentially fitted tridiagonal finite difference scheme is developed. The proposed finite difference scheme is unconditionally stable. When the shift parameter is larger than the perturbation parameter, a special type of mesh is used for the temporal variable so that the shift lies on the nodal points and an exponentially fitted scheme is developed. This scheme is also unconditionally stable. The applicability of the proposed methods is demonstrated by means of two examples.

We consider an optimal control problem with an 1D singularly perturbed differential state equation. For solving such problems one uses the enhanced system of the state equation and its adjoint form. Thus, we obtain a system of two convection-diffusion equations. Using linear finite elements on adapted grids we treat the effects of two layers arising at different boundaries of the domain. We proof uniform error estimates for this method on meshes of Shishkin type. We present numerical results supporting our analysis.