Hybrid difference scheme for singularly perturbed reaction-convection-diffusion problem with boundary and interior layers

Abstract

A singularly perturbed second order ordinary differential equation having two small parameters with a discontinuous source term is considered. The presence of two parameters gives rise to boundary layers of different widths and the discontinuous source term generates interior layers on both sides of the discontinuous point. Theoretical bounds are derived. The problem is solved numerically with finite difference methods on a Shishkin mesh. The discretization combines a five point second order scheme at the interior layer together with the standard central, mid-point and upwind difference scheme for other regions. This combination is used in order to obtain almost second order convergence for the considered problem. Parameter uniform error bounds for the numerical approximation are established. Numerical results are presented to illustrate the convergence of the numerical approximations.