A parameter-uniform numerical method for a singularly perturbed two parameter elliptic problem

DOI10.1007/S10444-010-9164-1MaRDI QIDQ647426zbMATH OpenOpenAlexFDO

Authors M. L. Pickett, Eugene O'Riordan

Publication date 23 November 2011

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10444-010-9164-1

zbMATH Keywords

algorithmboundary layercorner layerelliptic problemsparameter-uniform error estimatesShishkin meshsingular perturbationsolution decompositiontwo singular parametersupwind finite difference

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) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

Review text

The authors study a numerical method for a class of singularly perturbed elliptic problems in a rectangular domain with two singular perturbation parameters. A numerical algorithm based on an upwind finite difference operator and a tensor product of piecewise-uniform Shishkin meshes is analyzed, and the authors establish the parameter-uniform error estimates for the numerical approximation. The main ingredient in the numerical analysis is to derive pointwise bounds on the derivatives (up to third order) of the solution which explicitly identify how these derivatives depend on the singular parameters, and the pointwise bounds are obtained by decomposing the solution into a sum of regular, boundary layer and corner layer components, and controlling these components, respectively.

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Cited in

(24)

• Numerical approximations to the scaled first derivatives of the solution to a two parameter singularly perturbed problem
• Parameter-uniform numerical method for singularly perturbed convection-diffusion problem on a circular domain
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