Fourth-order finite-difference method for boundary value problems with two small parameters |
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| Authors: | Djordje Herceg |
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| Affiliation: | Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad, Trg D. Obradovica 4, 21000 Novi Sad, Serbia |
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| Abstract: | We present a finite difference scheme for a class of linear singularly perturbed boundary value problems with two small parameters. The problem is discretized using a Bakhvalov-type mesh. It is proved under certain conditions that this scheme is fourth-order accurate and that its error does not increase when the perturbation parameter tends to zero. Numerical examples are presented which demonstrate computationally the fourth order of the method. |
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| Keywords: | Finite differences Boundary value problem Nonequidistant mesh Bakhvalov mesh Singular perturbation Two small parameters |
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