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High order generalized upwind schemes and numerical solution of singular perturbation problems
Authors:P Amodio  I Sgura
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
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
Keywords:two-point boundary value problems  finite difference schemes  upwind method  singular perturbation problems  mesh variation
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