Abstract:
A stationary convection-diffusion problem with a small parameter multiplying the highest derivative is considered. The problem is discretized on a uniform rectangular grid by the central-difference scheme. A new class of two-step iterative methods for solving this problem is proposed and investigated. The convergence of the methods is proved, optimal iterative methods are chosen, and the rate of convergence is estimated. Numerical results are presented that show the high efficiency of the methods.