An analysis of a uniformly convergent finite difference/finite element scheme for a model singular-perturbation problem

Author:

Gartland Eugene C.

Abstract

Uniform O ( h 2 ) \mathcal {O}({h^2}) convergence is proved for the El-Mistikawy-Werle discretization of the problem ε u + a u + b u = f - \varepsilon u+ au’+ bu = f on (0,1), u ( 0 ) = A u(0) = A , u ( 1 ) = B u(1) = B , subject only to the conditions a , b , f W 2 , [ 0 , 1 ] a,b,f \in {\mathcal {W}^{2,\infty }}[0,1] and a ( x ) > 0 , 0 x 1 a(x) > 0, 0 \leq x \leq 1 . The principal tools used are a certain representation result for the solutions of such problems that is due to the author [Math. Comp., v. 48, 1987, pp. 551-564] and the general stability results of Niederdrenk and Yserentant [Numer. Math., v. 41, 1983, pp. 223-253]. Global uniform O ( h ) \mathcal {O}(h) convergence is proved under slightly weaker assumptions for an equivalent Petrov-Galerkin formulation.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference17 articles.

1. An analysis of a uniformly accurate difference method for a singular perturbation problem;Berger, Alan E.;Math. Comp.,1981

2. Some superconvergence results for Galerkin methods for the approximate solution of two-point boundary problems;Douglas, Jim, Jr.,1973

3. T. M. El-Mistikawy & M. J. Werle, "Numerical method for boundary layers with blowing—the exponential box scheme," AIAA J., v. 16, 1978, pp. 749-751.

4. E. C. Gartland, Jr., Strong Stability and a Representation Result for a Singular Perturbation Problem, Technical Report AMS 87-1, Dept. of Mathematics, Southern Methodist University, January, 1987.

5. Uniform high-order difference schemes for a singularly perturbed two-point boundary value problem;Gartland, Eugene C., Jr.;Math. Comp.,1987

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