Lattice approximation of singularly perturbed degenerate elliptic equations (Q1323950)

The author considers the Dirichlet problem for the equation \(\varepsilon^ 2 \sum^ n_{s= 1} {\partial^ 2 u\over \partial x^ 2_ s}- cu= f\), \(c\geq 0\). It is important that the boundary function has a discontinuity of the first kind. A special difference scheme is suggested which is uniformly convergent (with respect to \(\varepsilon\)) except on the lines of the above discontinuity. Refined rectangular grids are used in a neighbourhood of the boundary layer. The method applies also for a respective parabolic equation.