Richardson extrapolation for a convection--diffusion problem using a Shishkin mesh (Q1874223)

For the solution of a linear two-point convection-diffusion boundary value problem the authors consider a simple upwind scheme on a piecewise uniform Shishkin type mesh. An application of Richardson's extrapolation principle improves the convergence rate in the discrete \(L_\infty\) norm from \(O(N^{-1} \ln N)\) to \(O(N^{-2} \ln^2 N)\).