Aspects of Numerical Methods for Elliptic Singular Perturbation Problems

Upwind difference, defect correction and central difference schemes for the solution of the convection-diffusion equation with small viscosity coefficient are compared. It is shown that central difference schemes and hence also standard Galerkin finite element methods are preferable above upwind and defect correction schemes, when Gaussian elimination is used for the solution of the resulting system of equations.When iterative solution methods are employed good results can be achieved by a defect-correction method, whereas upwind difference schemes are generally inaccurate.

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