Tailored Finite Point Method for Numerical Solutions of Singular Perturbed Eigenvalue Problems

We propose two variants of tailored finite point (TFP) methods for discretizing two dimensional singular perturbed eigenvalue (SPE) problems. A continuation method and an iterative method are exploited for solving discretized systems of equations to obtain the eigen-pairs of the SPE. We study the analytical solutions of two special cases of the SPE, and provide an asymptotic analysis for the solutions. The theoretical results are verified in the numerical experiments. The numerical results demonstrate that the proposed schemes effectively resolve the delta function like of the eigenfunctions on relatively coarse grid.