Optimal by order convergence rates of a piecewise uniform grid for singularly perturbed equations of convection-diffusion type

MaRDI QIDQ1398529zbMATH OpenFDO

Authors G. I. Shishkin

Publication date 6 August 2003

Published in Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

boundary layerconvection-diffusion equationconvergenceDirichlet problemerror estimatesfinite difference schemelinear elliptic equationmulti-point transition approximationsingular perturbation

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Boundary value problems for second-order elliptic equations (35J25) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15)

Review text

The author considers a Dirichlet problem for a linear elliptic partial differential equation on a rectangle. The original problem is approximated by a finite difference scheme. However, in the region where transition to the boundary layer takes place the matching between the meshes in the outer (big step) and inner (small step) regions is realised by a multi point transition scheme. The finite difference mesh in the boundary layer is chosen to be uniform in the perturbation parameter. Error estimates are derived for the approximate solution.

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Cited in

(7)

• On the convergence of the Dirichlet grid problem with a singularity for a singularly perturbed convection-diffusion equation
• Optimization of piecewise continuous grids for singularly perturbed equations of the reaction-diffusion type
• Optimal piecewise uniform grids for singularly perturbed equations of convection-diffusion type
• OPTIMAL DIFFERENCE SCHEMES ON PIECEWISE‐UNIFORM MESHES FOR A SINGULARLY PERTURBED PARABOLIC CONVECTION‐DIFFUSION EQUATION
• On optimal grids and their application to the solution of problems with a singular perturbation
• An improved piecewise uniform mesh for a singularly perturbed elliptic reaction-diffusion equation
• An optimal a priori error estimate in the maximum norm for the Il'in scheme in 2D

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