A robust finite difference scheme for strongly coupled systems of singularly perturbed convection-diffusion equations

Po-Wen Hsieh National Chung Hsing University Suh-Yuh Yang National Central University Cheng-Shu You National Central University

Numerical Analysis and Scientific Computing mathscidoc:1611.25002

Numerical Methods for Partial Differential Equations, 34, 121-144, 2018.1
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 $\varepsilon$.
strongly coupled system, singularly perturbed convection-diffusion equation, boundary and interior layers, magnetohydrodynamic duct flow, Il'in-Allen-Southwell scheme, uniform convergence
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@inproceedings{po-wen2018a,
  title={A robust finite difference scheme for strongly coupled systems of singularly perturbed convection-diffusion equations },
  author={Po-Wen Hsieh, Suh-Yuh Yang, and Cheng-Shu You},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20161102221759389069608},
  booktitle={Numerical Methods for Partial Differential Equations},
  volume={34},
  pages={121-144},
  year={2018},
}
Po-Wen Hsieh, Suh-Yuh Yang, and Cheng-Shu You. A robust finite difference scheme for strongly coupled systems of singularly perturbed convection-diffusion equations . 2018. Vol. 34. In Numerical Methods for Partial Differential Equations. pp.121-144. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20161102221759389069608.
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