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, Volume 79, Issue 1, pp 23–32 | Cite as

Analysis of an upwind finite-difference scheme for a system of coupled singularly perturbed convection-diffusion equations

  • T. Linß
Article

Abstract

We study a system of coupled convection-diffusion equations. The equations have diffusion parameters of different magnitudes associated with them which give rise to boundary layers at either boundary. An upwind finite difference scheme on arbitrary meshes is used to solve the system numerically. A general error estimate is derived that allows to immediately conclude robust convergence – w.r.t. the perturbation parameters – for certain layer-adapted meshes, thus improving and generalising previous results [4]. We present the results of numerical experiments to illustrate our theoretical findings.

AMS Subject Classifications

65L10 65L12 65L60 

Keywords

Convection-diffusion singular perturbation layer-adapted mesh systems of odes derivative bounds 

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Copyright information

© Springer-Verlag Wien 2006

Authors and Affiliations

  1. 1.Institut für Numerische MathematikTechnische Universität DresdenDresdenGermany

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