A singularly perturbed model problem for numerical computation (Q5961661)

A model for the numerical solution of a two-dimensional singularly perturbed linear convection-diffusion problem in the domain exterior of a circle is considered. The model problem consists in solving \(\varepsilon\Delta u-u_x=0\), \(\varepsilon>0\), with some boundary conditions. No discretization methods are used. The problem proposed allows an explicit solution expressed in the modified Bessel functions. Difficulties arise for obtaining the solution for small values of the parameter. It is necessary to use asymptotic expansions. The analysis of these expansions allows to get some additional insight into the behaviour of the solution.