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Numerical solution of singular perturbation problems. (English) Zbl 0819.65113

This paper deals with the solution of the boundary value problem \(\varepsilon y'' + s(t)y' + c(t)y = f(t)\), \(t \in [t_{\min}, t_{\max}]\), \(y(t_{\min}) = a\), \(y(t_{\max}) = b\), where \(\varepsilon\) is positive (it could be very small), \(c(t)\) and \(f(t)\) are continuous functions on the integration interval \([t_{\min}, t_{\max}]\), and \(s(t)\) is differentiable. The presented method is based on second order difference schemes where the convergence is not very fast. It applies a mesh selection strategy derived by using sufficient conditions which ensure the well-conditioning of the corresponding tridiagonal matrices. It has the positive feature of choosing the initial mesh very efficiently and this allows it to perform better than higher order methods, especially for small values of \(\varepsilon\) or for not very high tolerance. Numerical tests are reported.

MSC:

65L10 Numerical solution of boundary value problems involving ordinary differential equations
65L12 Finite difference and finite volume methods for ordinary differential equations
65L50 Mesh generation, refinement, and adaptive methods for ordinary differential equations
34B05 Linear boundary value problems for ordinary differential equations
34E15 Singular perturbations for ordinary differential equations
Full Text: DOI

References:

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