Parameter-uniform finite difference scheme for a system of coupled singularly perturbed con\-vec\-tion-diffusion equations (Q2573838)

The paper deals with the numerical analysis of a system of two linear singularly perturbed second-order boundary value problems. The problem has solutions with boundary layers of sizes according to the actual values of the singular perturbation parameters \(\varepsilon\) and \(\mu\). An upwind finite difference scheme on a piecewise constant mesh is proposed. It is shown that this discretization scheme preserves the main properties of the continuous solution. Moreover, convergence of nearly order 1 independent of the two singular perturbation parameters is shown. Finally, some numerical computations confirm the theoretical results.