High order generalized upwind schemes and numerical solution of singular perturbation problems |
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Authors: | P Amodio I Sgura |
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Institution: | (1) Dipartimento di Matematica, Università degli Studi di Bari, 70125 Bari, Italy;(2) Dipartimento di Matematica “E. De Giorgi”, Università degli Studi di Lecce, 73100 Lecce, Italy |
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Abstract: | High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting
the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of
the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation
problems are taken into account to emphasize the main features of the proposed methods.
AMS subject classification (2000) 65L10, 65L12, 65L50 |
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Keywords: | two-point boundary value problems finite difference schemes upwind method singular perturbation problems mesh variation |
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