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Precise integration method for solving singular perturbation problems
Authors:Ming-hui Fu  Man-chi Cheung  S V Sheshenin
Institution:1. Department of Applied Mechanics and Engineering,Sun Yat-sen University,Guangzhou 510275,P.R.China
2. Faculty of Mechanics and Mathematics,Lomonosov Moscow State University,Moscow 119992,Russia
Abstract:This paper presents a precise method for solving singularly perturbed boundary-value problems with the boundary layer at one end. The method divides the interval evenly and gives a set of algebraic equations in a matrix form by the precise integration relationship of each segment. Substituting the boundary conditions into the algebraic equations, the coefficient matrix can be transformed to the block tridiagonal matrix. Considering the nature of the problem, an efficient reduction method is given for solving singular perturbation problems. Since the precise integration relationship introduces no discrete error in the discrete process, the present method has high precision. Numerical examples show the validity of the present method.
Keywords:singular perturbation problem  first-order ordinary differential equation  two-point boundary-value problem  precise integration method  reduction method
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