A hybrid difference scheme on a Shishkin mesh for linear convection-diffusion problems (Q1807756)

A difference scheme on a special piecewise equidistant tensor-product mesh (a Shishkin mesh) is considered for a model singularly perturbed convection-diffusion problem in two dimensions. The hybrid method chooses between upwinding and central differencing, depending on the local mesh width in each coordinate direction. It is proved that this method is first-order convergent in the discrete norm, independently of the diffusion parameter. This scheme is more accurate than simple upwinding, even though it requires the same computational effort. Numerical experiments are presented, which confirm theoretical results.