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A PARAMETER-UNIFORM TAILORED FINITE POINT METHOD FOR SINGULARLY PERTURBED LINEAR ODE SYSTEMS*
基金项目:Acknowledgments. H. Han was supported by the NSFC Project No. 10971116. M. Tang is supported by Natural Science Foundation of Shanghai under Grant No. 12ZR1445400.
摘    要:In scientific applications from plasma to chemical kinetics, a wide range of temporal scales can present in a system of differential equations. A major difficulty is encountered due to the stiffness of the system and it is required to develop fast numerical schemes that are able to access previously unattainable parameter regimes. In this work, we consider an initial-final value problem for a multi-scale singularly perturbed system of linear ordi- nary differential equations with discontinuous coefficients. We construct a tailored finite point method, which yields approximate solutions that converge in the maximum norm, uniformly with respect to the singular perturbation parameters, to the exact solution. A parameter-uniform error estimate in the maximum norm is also proved. The results of numerical experiments, that support the theoretical results, are reported.

关 键 词:线性常微分方程  奇异摄动系统  有限点  定制  制服  种参  数值实验  化学动力学
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