Grigory I. Shishkin

Lidia P. Shishkina

Difference Methods for Singular Perturbation Problems focuses on the development of robust difference schemes for wide classes of boundary value problems. It justifies the ε-uniform convergence of these schemes and surveys the latest approaches important for further progress in numerical methods. The first part of the book explores boundary value problems for elliptic and parabolic reaction-diffusion and convection-diffusion equations in n-dimensional domains with smooth and piecewise-smooth boundaries. The authors develop a technique for constructing and justifying ε uniformly convergent difference schemes for boundary value problems with fewer restrictions on the problem data. Containing information published mainly in the last four years, the second section focuses on problems with boundary layers and additional singularities generated by nonsmooth data, unboundedness of the domain, and the perturbation vector parameter. This part also studies both the solution and its derivatives with errors that are independent of the perturbation parameters. Co-authored by the creator of the Shishkin mesh, this book presents a systematic, detailed development of approaches to construct ε uniformly convergent finite difference schemes for broad classes of singularly perturbed boundary value problems.

Difference Methods for Singular Perturbation Problems

John M. Miller

Paul Farrell

Alan Hegarty

Eugene O'Riordan

Current standard numerical methods are of little use in solving mathematical problems involving boundary layers. In Robust Computational Techniques for Boundary Layers, the authors construct numerical methods for solving problems involving differential equations that have non-smooth solutions with singularities related to boundary layers. They present a new numerical technique that provides precise results in the boundary layer regions for the problems discussed in the book. They show that this technique can be adapted in a natural way to a real flow problem, and that it can be used to construct benchmark solutions for comparison with solutions found using other numerical techniques. Focusing on robustness, simplicity, and wide applicability rather than on optimality, Robust Computational Techniques for Boundary Layers provides readers with an understanding of the underlying principles and the essential components needed for the construction of numerical methods for boundary layer problems. It explains the fundamental ideas through physical insight, model problems, and computational experiments and gives details of the linear solvers used in the computations so that readers can implement the methods and reproduce the numerical results.

Grigory I. Shishkin

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