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

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Convergence analysis of finite difference approximations on equidistributed grids to a singularly perturbed boundary value problem
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    Convergence analysis of finite difference approximations on equidistributed grids to a singularly perturbed boundary value problem (English)
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    19 June 2001
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    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.
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    convergence
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    boundary value problems
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    singular perturbation
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    error estimation
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    finite difference discretizations
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    numerical results
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