A new pseudospectral method with upwind features |
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| Authors: | HUANG WEIZHANG; SLOAN DAVID M |
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| Institution: |
Department of Mathematics, University of Strathclyde Glasgow G1 1XH, U.K. and Institute of Applied Mathematics Academia Sinica, Beijing 100080, China
Department of Mathematics, University of Strathclyde Glasgow G1 1XH, U. K.
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| Abstract: | A new pseudospectral method is presented for numerical solutionsof singular perturbation problems without turning points. Boththeoretical and numerical analyses show that this new methodis an upwind scheme. It is shown that when the perturbationparameter is fixed the computed solution converges spectrallyto the exact solution as the number of collocation points tendsto infinity.
* Supported by a Royal Fellowship Award from the Royal Societyof London. |
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