A robust finite difference scheme for strongly coupled systems of singularly perturbed convection-diffusion equations

Po Wen Hsieh, Suh Yuh Yang, Cheng Shu You

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2 Scopus citations

Abstract

This paper is devoted to developing an Il'in-Allen-Southwell (IAS) parameter-uniform difference scheme on uniform meshes for solving strongly coupled systems of singularly perturbed convection-diffusion equations whose solutions may display boundary and/or interior layers, where strong coupling means that the solution components in the system are coupled together mainly through their first derivatives. By decomposing the coefficient matrix of convection term into the Jordan canonical form, we first construct an IAS scheme for 1D systems and then extend the scheme to 2D systems by employing an alternating direction technique. The robustness of the developed IAS scheme is illustrated through a series of numerical examples, including the magnetohydrodynamic duct flow problem with a high Hartmann number. Numerical evidence indicates that the IAS scheme appears to be formally second-order accurate in the sense that it is second-order convergent when the perturbation parameter ϵ is not too small and when ϵ is sufficiently small, the scheme is first-order convergent in the discrete maximum norm uniformly in ϵ.

Original languageEnglish
Pages (from-to)121-144
Number of pages24
JournalNumerical Methods for Partial Differential Equations
Volume34
Issue number1
DOIs
StatePublished - Jan 2018

Keywords

  • boundary and interior layers
  • Il'in-Allen-Southwell scheme
  • magnetohydrodynamic duct flow
  • singularly perturbed convection-diffusion equation
  • strongly coupled system
  • uniform convergence

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