Convergence analysis of finite difference approximations on equidistributed grids to a singularly perturbed boundary value problem (Q1590691): Difference between revisions

An error estimation is derived for two first order upwind discretizations of a model inhomogeneous, second-order, singularly perturbed boundary value problem on a non-uniform grid. A decomposition of the analytical solution into smooth and singular components is introduced, the upwind finite difference discretizations is described, and the generation of non-uniform grids by equidistribution of a positive monitor function is suggested. Numerical results confirm that the derived error estimate is sharp.