An almost second order uniformly convergent method for a two-parameter singularly perturbed problem with a discontinuous convection coefficient and source term

Abstract

In this paper, we discuss a higher-order convergent numerical method for a two-parameter singularly perturbed differential equation with a discontinuous convection coefficient and a discontinuous source term. The presence of perturbation parameters generates boundary layers, and the discontinuous terms produce interior layers on both sides of the discontinuity. In order to obtain a higher-order convergent solution, a hybrid monotone finite difference scheme is constructed on a piecewise uniform Shishkin mesh, which is adapted inside the boundary and interior layers. On this mesh (including the point of discontinuity), the present method is almost second-order parameter-uniform convergent. The current scheme is compared with the standard upwind scheme, which is used at the point of discontinuity. The numerical experiments based on the proposed scheme show higher-order (almost second-order) accuracy compared to the standard upwind scheme, which provides almost first-order parameter-uniform convergence.

Keywords

• two-parameter singularly perturbed problem
• boundary and interior layers
• hybrid numerical scheme
• parameter-uniform convergence