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含两个小参数的抛物对流扩散方程的有限差分法
引用本文:岑仲迪.含两个小参数的抛物对流扩散方程的有限差分法[J].系统科学与数学,2009,29(7):888-901.
作者姓名:岑仲迪
作者单位:浙江万里学院数学研究所,宁波,315100
基金项目:国家自然科学基金,浙江省自然科学基金,宁波市自然科学基金 
摘    要:研究含有两个小参数的奇异摄动抛物对流扩散方程的有限差分法.应用极大模原理和障碍函数技巧,可得方程的准确解及其各阶导数的界的估计.基于准确解的有关性态, 构造分片一致的Shishkin型网格.在Shishkin型网格上构建一个隐式迎风差分格式来进行数值求解,证得此差分策略是关于两个小参数都一致一阶收敛的.数值实验证实了理论结果的正确性.

关 键 词:奇异摄动    对流扩散    有限差分法  Shishkin  网格    一致收敛.
收稿时间:2008-9-11

ANALYSIS OF A FINITE DIFFERENCE SCHEME FOR A PARABOLIC CONVECTION-DIFFUSION PROBLEM WITH TWO SMALL PARAMETERS
CEN Zhongdi.ANALYSIS OF A FINITE DIFFERENCE SCHEME FOR A PARABOLIC CONVECTION-DIFFUSION PROBLEM WITH TWO SMALL PARAMETERS[J].Journal of Systems Science and Mathematical Sciences,2009,29(7):888-901.
Authors:CEN Zhongdi
Institution:Institute of Mathematics, Zhejiang Wanli University, Ningbo 315100
Abstract:In this paper a parabolic convection-diffusion problem with two small parameters is considered. By using the maximum principle with carefully chosen barrier functions, we obtain the estimates of bounds for the exact solution and itsderivatives. A fully implicit upwind finite difference scheme on a Shishkin-type mesh is used to solve the problem numerically. It is shown that the scheme converge almost first-order uniformly with respect to two small parameters. Numerical results support the theoretical results.
Keywords:Singularly perturbed  convection-diffusion  finite difference  Shishkin mesh  uniform convergence  
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