Preconditioning and Uniform Convergence for Convection-Diffusion Problems Discretized on Shishkin-Type Meshes

A one-dimensional linear convection-diffusion problem with a perturbation parameter ɛ multiplying the highest derivative is considered. The problem is solved numerically by using the standard upwind scheme on special layer-adapted meshes. It is proved that the numerical solution is ɛ-uniform accurate in the maximum norm. This is done by a new proof technique in which the discrete system is preconditioned in order to enable the use of the principle where “ɛ-uniform stability plus ɛ-uniform consistency implies ɛ-uniform convergence.” Without preconditioning, this principle cannot be applied to convection-diffusion problems because the consistency error is not uniform in ɛ. At the same time, the condition number of the discrete system becomes independent of ɛ due to the same preconditioner; otherwise, the condition number of the discrete system before preconditioning increases when ɛ tends to 0. We obtained such results in an earlier paper, but only for the standard Shishkin mesh. In a nontrivial generalization, we show here that the same proof techniques can be applied to the whole class of Shishkin-type meshes