Standard finite difference scheme for a singularly perturbed elliptic convection–diffusion equation on a rectangle under computer perturbations

Abstract

A singularly perturbed elliptic convection–diffusion equation with a perturbation parameter e (e ∈ (0, 1]) is considered on a rectangle. As applied to this equation, a standard finite difference scheme on a uniform grid is studied under computer perturbations. This scheme is not e-uniformly stable with respect to perturbations. The conditions imposed on a “computing system” are established under which a converging standard scheme (referred to as a computer difference scheme) remains stable.