Analysis of an almost second-order parameter-robust numerical technique for a weakly coupled system of singularly perturbed convection-diffusion equations

We present a parameter-robust finite difference method for solving a system of weakly coupled singularly perturbed convection-diffusion equations. The diffusion coefficient of each equation is a small distinct positive parameter. Due to this, the solution to the system has, in general, overlapping boundary layers. The problem is discretized using a particular combination of a compact second-order difference scheme and a central difference scheme on a piecewise-uniform Shishkin mesh. The convergence analysis is given, and the method is shown to have almost second-order uniform convergence in the maximum norm with respect to the perturbation parameters. The results of numerical experiments are in agreement with the theoretical outcomes.