Difference methods for solving convection-diffusion equations (Q2639608)

Difference methods for solving the convection-diffusion equation are discussed. In the one-dimensional case, the normal form \(-\epsilon u''+v(x)u'=f(x),\) \(0<x<1\); \(v(1)=1\), \(0<v_{\min}\leq v(x)=0(1)\) is considered; the approximation by \textit{D. N. de G. Allen} and \textit{R. V. Southwell} [Q. J. Mech. Appl. Math. 8, 129--145 (1955; Zbl 0064.19802)] provides accuracy \((0(h^ 2))\) superior to that given by backward differencing methods, especially in the case of a thin boundary layer. The present work develops the HODIE method to improve this accuracy to \(h^ 4\), and obtains related results in the two-dimensional case.