A singularly perturbed convection-diffusion problem posed on an annulus

Abstract

A finite difference method is constructed for a singularly perturbed convection diffusion problem posed on an annulus. The method involves combining polar coordinates, an upwind finite difference operator and a piecewise-uniform Shishkin mesh in the radial direction. Compatibility constraints are imposed on the data in the vicinity of certain characteristic points to ensure that interior layers do not form within the annulus. A theoretical parameter-uniform error bound is established and numerical results are presented to illustrate the performance of the numerical method applied to two particular test problems.