On a set of singularly perturbed convection--diffusion equations (Q1779426)
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English | On a set of singularly perturbed convection--diffusion equations |
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On a set of singularly perturbed convection--diffusion equations (English)
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1 June 2005
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The aim of the material is to study the convergence properties of a first-order upwind difference scheme applied to a weakly coupled system of singularly perturbed convection-diffusion equations: \[ \begin{aligned} -\varepsilon_1 u^{\prime\prime}_1- a_1 u_1'\quad &\text{in }(0,1),\quad u_1(0)= u_1(1)= 0,\\ -\varepsilon_2 u^{\prime\prime}_2- a_2 u_2'= f_2+ cu_1'\quad &\text{in }(0,1),\quad u_2(0)= u_2(1)= 0,\end{aligned} \] where \(0< \varepsilon_1\), \(\varepsilon_2\ll 1\) are small parameters and \(a_\mu\geq \alpha_\mu> 0\) for \(x\in [0,1]\), \(\mu= 1,2\). The first section is an introduction concerning the existing results in this area. In the second section, the finite difference scheme is introduced. The author studies its stability properties and one derives a priori and a posteriori error estimates that are robust with respect to the perturbation parameters. Section three presents the layer-adapted meshes. The author derives bounds for the solution and its derivatives. These can be used to establish uniform convergence on Bakhvalov and Shishkin meshes.
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Systems of convection-diffusion equations
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Finite differences
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Singular perturbation
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Layer-adapted meshes
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Bakhvalov meshes
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convergence
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first-order upwind difference scheme
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stability
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error estimates
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Shishkin meshes
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