APPLICATIONS OF MATHEMATICS, Vol. 41, No. 4, pp. 269-280, 1996

Necessary conditions for uniform convergence of finite difference schemes for convection-diffusion problems with exponential and parabolic layers

Hans-Gorg Roos, Martin Stynes

Hans-Gorg Roos, Institut f. Numer. Mathematik, TU Dresden, D-01062 Dresden, Germany, e-mail: roos@math.tu-dresden.de; Martin Stynes, Mathematics Department, University College Cork, Ireland, e-mail: stynes@ucc.ie

Abstract: Singularly perturbed problems of convection-diffusion type cannot be solved numerically in a completely satisfactory manner by standard numerical methods. This indicates the need for robust or $\epsilon$-uniform methods. In this paper we derive new conditions for such schemes with special emphasize to parabolic layers.

Keywords: numerical analysis, convection-diffusion problems, boundary layers, uniform convergence

Classification (MSC 1991): 65 N


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