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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 1, Pages 110–125 (Mi zvmmf721)

This article is cited in 13 papers

Grid approximation of a singularly perturbed elliptic equation with convective terms in the presence of various boundary layers

G. I. Shishkin

Institute of Mathematics and Mechanics, Ural Division, Russian Academy of Sciences, ul. S. Kovalevskoi 16, Yekaterinburg, 620219, Russia

Abstract: The Dirichlet problem for a singularly perturbed elliptic convection-diffusion equation in a rectangle and in a vertical half-strip with a vector perturbation parameter $\varepsilon=(\varepsilon_1,\varepsilon_2)$ is considered. The higher derivatives of the equation and the first derivative with respect to the vertical coordinate include the parameters $\varepsilon_1$ and $\varepsilon_2$, respectively, which can take arbitrary values in the intervals $(0,1]$ and $[--1,1]$. For small values of $\varepsilon_1$, boundary layers appear in the neighborhood of various parts of the domain boundary. The type of these layers depends on the relation between $\varepsilon_1$ and $\varepsilon_2$: they can be regular, parabolic, or hyperbolic. Their characteristics also depend on the relation between $\varepsilon_1$ and $\varepsilon_2$. Using the special grid technique (these grids are condensing in the boundary layers), finite difference schemes are constructed that $\varepsilon$-uniformly converge in the maximum norm.

Key words: singularly perturbed problem for the elliptic equation, grid approximation, convergence, special grids.

UDC: 519.632.4

Received: 05.04.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:1, 104–119

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