Numerical methods for second order singular pertubation problems
β Scribed by F. Mazzia; D. Trigiante
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 375 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0898-1221
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β¦ Synopsis
By using sufficient conditions which ensure the well conditioning of tridiagonal matrices, we derive numerical methods for second order singular perturbations boundary values problems. Under hypotheses similar to the ones usually used in the continuous theory, methods are derived which use constant step sizes h ~ 0(el/2). In the more general case methods with variable step sizes, axe defined which solve the problem with n(~ e-l) steps. Examples on standard test problems are shown.
π SIMILAR VOLUMES
Until now, the best way to construct high order uniformly convergent schemes for singular perturbation problems was to apply exponentially fitted compact difference schemes. We propose the following approach: firstly solve an auxiliary problem with piecewise or nearly piecewise constant coefficients