An efficient numerical method for 2D elliptic singularly perturbed systems with different magnitude parameters in the diffusion and the convection terms

Abstract

In this work we are interested in constructing a uniformly convergent method to solve a 2D elliptic singularly perturbed weakly system of convection-diffusion type. We assume that small positive parameters appear at both the diffusion and the convection terms of the partial differential equation. Moreover, we suppose that both the diffusion and the convection parameters can be distinct and also they can have a different order of magnitude. Then, the nature of the overlapping regular or parabolic boundary layers, which, in general, appear in the exact solution, is much more complicated. To solve the continuous problem, we use the classical upwind finite difference scheme, which is defined on piecewise uniform Shishkin meshes, which are given in a different way depending on the value and the ratio between the four singular perturbation parameters which appear in the continuous problem. So, the numerical algorithm is an almost first order uniformly convergent method. The numerical results obtained with our algorithm for a test problem are presented; these results corroborate in practice the good behavior and the uniform convergence of the algorithm, aligning with the theoretical results.