A parameter robust second order numerical method for a singularly perturbed two-parameter problem (Q2495815)

A second-order monotone finite difference scheme is constructed for the following singularly perturbed two-point boundary-value problem with two small parameters multiplying the convection and diffusion terms: \[ \varepsilon u''(x) + \mu a(x)u'(x) - b(x)u(x) = f(x),\quad x \in (0,1), \] where \(0 < \varepsilon,\mu \ll 1\) and \(a(x) \geq \alpha >0,\, b(x) \geq \beta >0, \,\forall x \in [0,1]\). The finite difference scheme is a combination of the central difference, mid-point and standard upwind difference schemes. This monotone difference scheme is applied on a piecewise-uniform Shishkin mesh. An error estimate in the maximum norm is proved with an error constant independent of both the singular perturbation parameters \(\varepsilon,\) and \(\mu\). A numerical example is tested with the proposed scheme.