A finite difference scheme for two-dimensional singularly perturbed convection-diffusion problem with discontinuous source term

Fuente: arXiv
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Main Authors: Shiromani, Ram, Madden, Niall, Shanthi, V.
Format: Preprint
Published: 2024
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_version_ 1866917558411591680
author Shiromani, Ram
Madden, Niall
Shanthi, V.
author_facet Shiromani, Ram
Madden, Niall
Shanthi, V.
contents We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due to discontinuities in source term. The problem is posed on the unit square. The second derivative is multiplied by a singular perturbation parameter, $ε$, while the nature of the first derivative term is such that flow is aligned with a boundary. These two facts mean that solutions tend to exhibit layers of both exponential and characteristic type. We solve the problem using a finite difference method, specially adapted to the discontinuities, and applied on a piecewise-uniform (Shishkin). We prove that that the computed solution converges to the true one at a rate that is independent of the perturbation parameter, and is nearly first-order. We present numerical results that verify that these results are sharp.
format Preprint
id arxiv_https___arxiv_org_abs_2401_02331
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A finite difference scheme for two-dimensional singularly perturbed convection-diffusion problem with discontinuous source term
Shiromani, Ram
Madden, Niall
Shanthi, V.
Numerical Analysis
35J25, 35J40, 35B25, 65N06, 65N12, 65N15
We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due to discontinuities in source term. The problem is posed on the unit square. The second derivative is multiplied by a singular perturbation parameter, $ε$, while the nature of the first derivative term is such that flow is aligned with a boundary. These two facts mean that solutions tend to exhibit layers of both exponential and characteristic type. We solve the problem using a finite difference method, specially adapted to the discontinuities, and applied on a piecewise-uniform (Shishkin). We prove that that the computed solution converges to the true one at a rate that is independent of the perturbation parameter, and is nearly first-order. We present numerical results that verify that these results are sharp.
title A finite difference scheme for two-dimensional singularly perturbed convection-diffusion problem with discontinuous source term
topic Numerical Analysis
35J25, 35J40, 35B25, 65N06, 65N12, 65N15
url https://arxiv.org/abs/2401.02331