scientific article; zbMATH DE number 1115916
finite difference methodlinear convection-diffusion equationparabolic layerpiecewise uniform meshsingular perturbationuniform convergence
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) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
The authors study the numerical solution of a singularly perturbed linear convection-diffusion equation describing two-dimensional heat transfer. The finite difference method under consideration uses a special piecewise uniform mesh condensing in a neighbourhood of the parabolic layer. The numerical results presented confirm that the method is \(\varepsilon\)-uniform and the guaranteed accuracy depends only on the number of meshpoints used. With the paper in hand, theoretical results obtained by \textit{G. I. Shishkin} [Discrete approximation of singularly perturbed elliptic and parabolic equations, Russian Academy of Sciences, Ural Section, Ekaterinburg (1992; in Russian)] are demonstrated numerically.
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