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Family of quadratic spline difference schemes for a convection-diffusion problem. (English) Zbl 1119.65073

This paper is concerned with the numerical solution of singularly perturbed two point boundary value problems
\[ \varepsilon y''(x)+ p(x) y'(x)= f(x),\quad x \in (0,1), \;y(0)=y(1)=0,\tag{1} \] where the functions \(p\) and \(f\) are sufficiently smooth and \( p(x) \geq p_0 >0, x \in I= [0,1]\). Since the problem has a unique solution with a boundary layer at \(x=0\), the authors consider a piecewise uniform Shishkin mesh in which the interval \([0,1]\) is divided into two subintervals \([0,\tau]\) and \([\tau,1]\) and \(N/2\) grid points are uniformly placed in each subinterval. Then, the solution \(y(x)\) of (1) is approximated by a quadratic spline \( u \in C^1(I)\) and the coefficients of \(u\) at each \([x_i, x_{i+1}]\) are determined by imposing that \(u\) satisfies some comparison problem at \( x_{i+1/2}\) as well as the boundary conditions.
In this context, the authors construct the discrete Green function and, under suitable assumptions, derive uniform bounds for it. Next, after obtaining a bound of the consistency error, they prove an \(\varepsilon\)-uniform convergence bound: \( \max_{i} | y(x_i) -u_i | \leq M N^{-2} (\ln N)^2 \) with a constant \(M\) independent of \(\varepsilon\), for \(N\) sufficiently large and \( y \in C^4(I)\). The paper ends with the numerical results obtained for a test equation that confirm the order of convergence predicted by the theory.

MSC:

65L10 Numerical solution of boundary value problems involving ordinary differential equations
65L12 Finite difference and finite volume methods for ordinary differential equations
34B05 Linear boundary value problems for ordinary differential equations
34E15 Singular perturbations for ordinary differential equations
65L20 Stability and convergence of numerical methods for ordinary differential equations
65L70 Error bounds for numerical methods for ordinary differential equations
Full Text: DOI

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