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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2012, Volume 18, Number 2, Pages 291–304
(Mi timm830)
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This article is cited in 6 scientific papers (total in 6 papers)
Conditioning of a difference scheme of the solution decomposition method for a singularly perturbed convection-diffusion equation
G. I. Shishkin Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
Conditioning of a difference scheme of the solution decomposition method is studied for a Dirichlet problem for a singularly perturbed ordinary differential convection-diffusion equation. In this scheme, we apply a decomposition of the discrete solution into the regular and singular components, which are solutions of discrete subproblems, i.e., classical difference approximations considered on uniform grids. The scheme converges $\varepsilon$-uniformly in the maximum norm at the rate $\mathcal O(N^{-1}\ln N)$; $\varepsilon$ is a perturbation parameter multiplying the high-order derivative in the equation, $\varepsilon\in(0,1]$, and $N+1$ is the number of nodes in the grids used. It is shown that the solution decomposition scheme, unlike the standard scheme on uniform grid, is $\varepsilon$-uniformly well conditioned and stable to perturbations in the data of the discrete problem; the conditioning number of the scheme is a value of order $\mathcal O(\delta^{-2}\ln\delta^{-1})$, where $\delta$ is the accuracy of the discrete solution.
Keywords:
singularly perturbed boundary value problem, convection-diffusion equation, difference scheme of the solution decomposition method, uniform grids, $\varepsilon$-uniform convergence, maximum norm, $\varepsilon$-uniform stability of the scheme, $\varepsilon$-uniform well conditioning of the scheme.
Received: 19.05.2011
Citation:
G. I. Shishkin, “Conditioning of a difference scheme of the solution decomposition method for a singularly perturbed convection-diffusion equation”, Trudy Inst. Mat. i Mekh. UrO RAN, 18, no. 2, 2012, 291–304
Linking options:
https://www.mathnet.ru/eng/timm830 https://www.mathnet.ru/eng/timm/v18/i2/p291
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