The midpoint upwind scheme
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boundary layerconvergencefinite difference methodsnumerical experimentsShishkin meshessingular perturbationstwo-point boundary value problemupwind scheme
Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations for ordinary differential equations (34E15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12)
This paper is concerned with the numerical solution of the singularly perturbed two-point boundary value problem: \(-\varepsilon u+ b(x)u'= f(x)\), \(x\in(0,1)\), \(u(0)=u(1)=0\), \(b(x)\geq 2\beta>0\) whose solution has a boundary layer at \(x=1\). The authors consider a modified upwind scheme in which \(b\) and \(f\) are discretized at the midpoints of the grid that is more accurate than the standard upwind scheme. In fact, as proved by \textit{L. R. Abrahamsson}, \textit{H. B. Keller} and \textit{H. O. Kreiss} [Numer. Math. 22, 367-391 (1974; Zbl 0314.65042)] this modified scheme is second-order convergent away from the boundary layer. In this context, sharp convergence results on arbitrary meshes outside the layer are proved and further, by considering Shishkin meshes, sharp convergence results on whole interval are obtained. The paper ends showing the results for some numerical experiments with a test problem and both uniform and Shishkin meshes to confirm the validity of the above theoretical bounds.
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