Mathematica Eterna
Open Access

Abstract

Finite difference scheme for singularly perturbed convectiondiffusion problem with two small parameters

Devendra Kumar

In this article a numerical method involving classical finite difference scheme on non-uniform grid is constructed for a singularly perturbed convection-diffusion boundary value problem with two small parameters affecting the convection and diffusion terms. The scheme has been analyzed for uniform convergence with respect to both singular perturbation parameters. To support the theoretical error bounds numerical results are presented.