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Richardson Extrapolation Method for Singularly Perturbed Coupled System of Convection-Diffusion Boundary-Value Problems
Department of Mathematics, Indian Institute of Technology, Guwahati - 781 039, India. Present address: Department of Applied Mathematics (NACM - Group), University of Twente, 7500AE Enschede, The Netherlands. (b.s.deb@utwente.nl)
Department of Mathematics, Indian Institute of Technology, Guwahati - 781 039, India. (natesan@iitg.ernet.in)
Computer Modeling in Engineering & Sciences 2008, 38(2), 179-200. https://doi.org/10.3970/cmes.2008.038.179
Abstract
This paper presents an almost second--order uniformly convergent Richardson extrapolation method for convection- dominated coupled system of boundary value problems. First, we solve the system by using the classical finite difference scheme on the layer resolving Shishkin mesh, and then we construct the Richardson approximation solution using the solutions obtained on N and 2N mesh intervals. Second-order parameter--uniform error estimate is derived. The proposed method is applied to a test example for verification of the theoretical results for the case ε ≤ N−1.Keywords
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