A defect–correction parameter-uniform numerical method for a singularly perturbed convection–diffusion problem in one dimension

摘要

Monotone second order parameter-robust numerical methods for singularly perturbed differential equations can be designed using the principles of defect-correction. However, the proofs of second order parameter-uniform convergence can be difficult, even in one dimension. In this paper, we examine a variant of the standard defect-correction scheme. This variant is proposed in order to simplify the analysis of a defect-correction method in the case of a one dimensional convection–diffusion problem. Numerical results are presented to validate the theoretical results.