A uniformly convergent scheme on a nonuniform mesh for convection-diffusion parabolic problems (Q1811675)

This paper presents a numerical method to solve the one-dimensional convection-diffusion problem with dominating convection term: \(u_t -\varepsilon u_{xx} +a(x)u_x +b(x) u=f(x,t)\) in \((0,1)\times (0,T)\) together with initial and Dirichlet boundary conditions. The authors use the classical Euler implicit method for the time discretization and the upwind scheme on a special nonuniform mesh for the spatial discretization. The resulting numerical method is shown to be uniformly convergent with respect to the diffusion parameter. The main key for the analysis of the uniform convergence is focused in decomposing the global error in two components which are analyzed separately, and can be used for the study of more general singular perturbation problems and also for more complicated numerical schemes. Numerical tests are presented which demonstrate the theoretical analysis.