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A defect–correction parameter-uniform numerical method for a singularly perturbed convection–diffusion problem in one dimension

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Monotone second order parameter-robust numerical methods for singularly perturbed differential equations can be designed using the principles of defect-correction. However, the proofs of second order parameter-uniform convergence can be difficult, even in one dimension. In this paper, we examine a variant of the standard defect-correction scheme. This variant is proposed in order to simplify the analysis of a defect-correction method in the case of a one dimensional convection–diffusion problem. Numerical results are presented to validate the theoretical results.

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Correspondence to E. O'Riordan.

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Communicated by M. Gasca

*This research was partially supported by the project MEC/FEDER MTM 2004-019051 and the grant EUROPA XXI of the Caja de Ahorros de la Inmaculada.

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Gracia, J.L., O'Riordan, E. A defect–correction parameter-uniform numerical method for a singularly perturbed convection–diffusion problem in one dimension. Numer Algor 41, 359–385 (2006). https://doi.org/10.1007/s11075-006-9021-y

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  • DOI: https://doi.org/10.1007/s11075-006-9021-y

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