Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.Received: February 12, 2004