Global maximum norm parameter-uniform numerical method for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient

A singularly perturbed convection-diffusion problem, with a discontinuous convection coefficient and a singular perturbation parameter ε, is examined. Due to the discontinuity an interior layer appears in the solution. A finite difference method is constructed for solving this problem, which generat...

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Veröffentlicht in:Mathematical and computer modelling 2004-12, Vol.40 (11), p.1375-1392
Hauptverfasser: Farrell, P.A., Hegarty, A.F., Miller, J.J.H., O'Riordan, E., Shishkin, G.I.
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Sprache:eng
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Zusammenfassung:A singularly perturbed convection-diffusion problem, with a discontinuous convection coefficient and a singular perturbation parameter ε, is examined. Due to the discontinuity an interior layer appears in the solution. A finite difference method is constructed for solving this problem, which generates ε-uniformly convergent numerical approximations to the solution. The method uses a piecewise uniform mesh, which is fitted to the interior layer, and the standard upwind finite difference operator on this mesh. The main theoretical result is the ε-uniform convergence in the global maximum norm of the approximations generated by this finite difference method. Numerical results are presented, which are in agreement with the theoretical results.
ISSN:0895-7177
1872-9479
DOI:10.1016/j.mcm.2005.01.025