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

Zh. Vychisl. Mat. Mat. Fiz., 2010 Volume 50, Number 4, Pages 665–678 (Mi zvmmf4860)

This article is cited in 1 paper

A conservative difference scheme for a singularly perturbed elliptic reaction-diffusion equation: approximation of solutions and derivatives

G. I. Shishkin, L. P. Shishkina

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

Abstract: A boundary value problem for a singularly perturbed elliptic reaction-diffusion equation in a vertical strip is considered. The derivatives are written in divergent form. The derivatives in the differential equation are multiplied by a perturbation parameter $\varepsilon^2$, where $\varepsilon$ takes arbitrary values in the interval $(0, 1]$. As $\varepsilon\to0$, a boundary layer appears in the solution of this problem. Using the integrointerpolational method and the condensing grid technique, conservative finite difference schemes on flux grids are constructed that converge $\varepsilon$-uniformly at a rate of $O(N_1^{-2}\ln^2N_1+N_2^{-2})$, where $N_1+1$ and $N_2+1$ are the number of mesh points on the $x_1$-axis and the minimal number of mesh points on a unit interval of the $x_2$-axis respectively. The normalized difference derivatives $\varepsilon^k(\partial^k/\partial x_1^k)u(x)$ ($k = 1$$2$), which are $\varepsilon$-uniformly bounded and approximate the normalized derivatives in the direction across the boundary layer, and the derivatives along the boundary layer $(\partial^k/\partial x_2^k)u(x)$ ($k = 1$$2$) converge $\varepsilon$-uniformly at the same rate.

Key words: boundary value problem, elliptic reaction-diffusion equation, perturbation parameter, boundary layer, conservative finite difference scheme, piecewise uniform grid, flux grid, $\varepsilon$-uniform convergence, approximation of solutions and their derivatives.

UDC: 519.632.4

Received: 27.11.2009


 English version:
Computational Mathematics and Mathematical Physics, 2010, 50:4, 633–645

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