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Standard finite difference scheme for a singularly perturbed elliptic convection–diffusion equation on a rectangle under computer perturbations

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Abstract

A singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε (ε ∈ (0, 1]) is considered on a rectangle. As applied to this equation, a standard finite difference scheme on a uniform grid is studied under computer perturbations. This scheme is not ε-uniformly stable with respect to perturbations. The conditions imposed on a “computing system” are established under which a converging standard scheme (referred to as a computer difference scheme) remains stable.

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References

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Correspondence to G. I. Shishkin.

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Original Russian Text © G.I. Shishkin, 2016, published in Doklady Akademii Nauk, 2016, Vol. 467, No. 3, pp. 271–274.

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Shishkin, G.I. Standard finite difference scheme for a singularly perturbed elliptic convection–diffusion equation on a rectangle under computer perturbations. Dokl. Math. 93, 179–182 (2016). https://doi.org/10.1134/S1064562416020150

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  • DOI: https://doi.org/10.1134/S1064562416020150

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