Necessary convergence conditions for upwind schemes in the two‐dimensional case

Abstract

This paper considers nine‐point difference schemes for a two‐dimensional boundary value singular perturbation problem without turning points and parabolic boundary layers. Necessary conditions are given for the uniform convergence (in the sense of the maximum norm) of a scheme. Using these conditions, several widely used schemes are analysed. It is shown that some common schemes are not uniformly convergent in ϵ. and that in some cases we are able to compute uniquely free parameters in the scheme. Some remarks on the treatment of a problem with a parabolic boundary layer are given. Copyright © 1985 John Wiley & Sons, Ltd