This paper is devoted to developing the Il'in-Allen-Southwell (IAS) parameter-uniform difference scheme on uniform meshes for solving strongly coupled systems of singularly perturbed convection-diffusion equations whose solutions may display boundary and/or interior layers, where strong coupling means that the solution components in the system are coupled together mainly through their first derivatives. By decomposing the coefficient matrix of convection term into the Jordan canonical form, we first construct the IAS scheme for 1-D systems and then extend the scheme to 2-D systems by employing an alternating direction technique. The robustness of the developed IAS scheme is illustrated through a series of numerical examples, including the magnetohydrodynamic duct flow problem with a high Hartmann number. Numerical evidence indicates that the IAS scheme is formally second order accurate in the sense that it is second order convergent when the perturbation parameter $\varepsilon$ is not too small and when the $\varepsilon$ is sufficiently small, the scheme is first order convergent in the discrete maximum norm uniformly in $\varepsilon$.

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For decades, the widely used finite difference method on staggered grids, also known as the marker and cell (MAC) method, has been one of the simplest and most effective numerical schemes for solving the Stokes equations and Navier–Stokes equations. Its superconvergence on uniform meshes has been observed by Nicolaides (SIAM J Numer Anal 29(6):1579–1591, 1992), but the rigorous proof is never given. Its behavior on non-uniform grids is not well studied, since most publications only consider uniform grids. In this work, we develop the MAC scheme on non-uniform rectangular meshes, and for the first time we theoretically prove that the superconvergence phenomenon (i.e., second order convergence in the L2 norm for both velocity and pressure) holds true for the MAC method on non-uniform rectangular meshes. With a careful and accurate analysis of various sources of errors, we observe that even though the local truncation errors are only first order in terms of mesh size, the global errors after summation are second order due to the amazing cancellation of local errors. This observation leads to the elegant superconvergence analysis even with non-uniform meshes. Numerical results are given to verify our theoretical analysis.

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