A Fully Discrete ?-Uniform Method for Convection-Diffusion Problem on Equidistant Meshes

Abstract

For a singularly-perturbed two-point boundary value problem, we propose an ε-uniform finite difference method on an equidistant mesh which requires no exact solution of a differential equation. We start with a full-fitted operator method reflecting the singular perturbation nature of the problem through a local boundary value problem. However, to solve the local boundary value problem, we employ an upwind method on a Shishkin mesh in local domain, instead of solving it exactly. We further study the convergence properties of the numerical method proposed and prove it nodally converges to the true solution for any ε.