NUMERICAL SOLUTION OF A SINGULARLY PERTURBED ELLIPTIC-HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION ON A NONUNIFORM DISCRETIZATION MESH

摘要

In this paper, we consider the upwind difference scheme for singular perturbation problem (1.1). On a special discretization mesh, it is proved that the solution of the upwind difference scheme is first order convergent, uniformly in the small parameter ε, to the solution of problem (1.1). Numerical results are finally provided.