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Necessary convergence conditions for upwind schemes in the two‐dimensional case
Author(s) -
Roos H. G.
Publication year - 1985
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620210808
Subject(s) - mathematics , singular perturbation , boundary value problem , norm (philosophy) , convergence (economics) , uniform convergence , mathematical analysis , perturbation (astronomy) , upwind scheme , boundary layer , computer science , political science , thermodynamics , computer network , physics , bandwidth (computing) , quantum mechanics , discretization , law , economics , economic growth
This paper considers nine‐point difference schemes for a two‐dimensional boundary value singular perturbation problem without turning points and parabolic boundary layers. Necessary conditions are given for the uniform convergence (in the sense of the maximum norm) of a scheme. Using these conditions, several widely used schemes are analysed. It is shown that some common schemes are not uniformly convergent in ϵ. and that in some cases we are able to compute uniquely free parameters in the scheme. Some remarks on the treatment of a problem with a parabolic boundary layer are given.