Global maximum norm parameter-uniform numerical method for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient

A singularly perturbed convection-diffusion problem, with a discontinuous convection coefficient and a singular perturbation parameter ε, is examined. Due to the discontinuity an interior layer appears in the solution. A finite difference method is constructed for solving this problem, which generates ε-uniformly convergent numerical approximations to the solution. The method uses a piecewise uniform mesh, which is fitted to the interior layer, and the standard upwind finite difference operator on this mesh. The main theoretical result is the ε-uniform convergence in the global maximum norm of the approximations generated by this finite difference method. Numerical results are presented, which are in agreement with the theoretical results. c © 2004 Elsevier Science Ltd. All rights reserved. Keywords—Singularly perturbed ODE, Discontinuous coefficient, Interior layer, Difference scheme, Piecewise-uniform mesh.