On the norm equivalence of singularly perturbed elliptic difference operators (Q1119001)

Numerical finite difference approximations are presented for a singularly perturbed single second order elliptic equation for the unknown U where there are terms in U dependent on k and first derivative terms dependent on \(K^{\sigma}\) where \(K\gg 1\) and \(0\leq \sigma \leq 1\). It is shown that it is possible to find preconditioning matrices corresponding iterative methods which are competitive with multigrid methods in that their convergence rate is independent of the mesh size as \(K\to \infty\).