Uniformly Convergent Approximation on Special Meshes

Abstract

We consider finite difference methods for the approximation of one-dimensional convection-diffusion problem with a small parameter multiplying the diffusion term. An analysis of the centered difference and upwind difference schemes on equidistant meshes shows that these methods are not uniformly convergent in the discrete maximum norm. However, we show that the upwind method over a set of suitably distributed mesh points produce uniformly convergent approximations in the discrete maximum norm. We further investigate the upwind difference method for the approximation of the convection-diffusion problem with a point source. Theoretical findings are supported with the numerical results.