Analysis of an Il’in Scheme for a System of Singularly Perturbed Convection-Diffusion Equations英文文献资料.docVIP

Applied Mathematics, 2011, 2, 866-873 doi:10.4236/am.2011.27116 Published Online July 2011 (http://www.SciRP.org/journal/am) Analysis of an Il’in Scheme for a System of Singularly Perturbed Convection-Diffusion Equations Mohammad Ghorbanzadeh, Asghar Kerayechian Department of Applied Mathematics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran E-mail: Ghorbanzadeh_imamreza@, krachian@math.um.ac.ir Received May 8, 2011; revised May 22, 2011; accepted July 22, 2011 Abstract In this paper, a numerical solution for a system of singularly perturbed convection-diffusion equations is studied. The system is discretized by the Il’in scheme on a uniform mesh. It is proved that the numerical scheme has first order accuracy, which is uniform with respect to the perturbation parameters. We show that the condition number of the discrete linear system obtained from applying the Il’in scheme for a system of singularly perturbed convection-diffusion equations is O(N) and the relevant coefficient matrix is well con- ditioned in comparison with the matrices obtained from applying upwind finite difference schemes on this problem. Numerical results confirm the theory of the method. Keywords: Convection-Diffusion, Il’in Scheme, Uniform Convergence, Singular Perturbation, Condition Number 1. Introduction lov meshes. He showed that the error in the discrete maximum norm is bounded by CN ? ln N and CN ?1 1 Consider the following system of l coupled singularly perturbed convection-diffusion equations: Find u = u1, for Shishkin and Bakhvalov meshes respectively, where C is independent of the perturbation parameters ? k ? ?,ul ??? C?0,1??l C2(0,1) such that ? for k =1,?,l , and N is the number of mesh points used. ? u??? Bu?? Au = f, Lu := E x?? = ?0,1?,u?0? = u?1? = 0, The discrete linear systems that arise from Shishkin or Bakhvalov meshes do not have a good cond