A robust layer-resolving spline collocation method for a convection-diffusion problem

Abstract

We consider finite difference approximation of a singularly perturbed one-dimensional convection-diffusion two-point boundary value problem. The problem is numerically treated by a quadratic spline collocation method on a piecewise uniform slightly modified Shishkin mesh. The position of collocation points is chosen so that the obtained scheme satisfies the discrete minimum principle. We prove pointwise convergence of order O (N- 2 ln2 N) inside the boundary layer and second order convergence elsewhere. The uniform convergence of the approximate continual solution is also given. Further, we approximate normalized flux and give estimates of the error at the mesh points and between them. The numerical experiments presented in the paper confirm our theoretical results. © 2008 Elsevier Inc. All rights reserved.