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Global convergence method for singularly perturbed boundary value problems
Affiliation:Department of Mathematics, Faculty of Science, University of NoviSad, Trg D. Obradovića 4, 21 000 Novi Sad, Serbia and Montenegro, Yugoslavia
Abstract:We give uniformly convergent splines difference scheme for singularly perturbed boundary value problems(1)-εu+p(x)u+q(x)u=f(x),u(a)=α0,u(b)=α1,by using splines fitted with delta sequence due to the very stiff nature of the problem under consideration. We prove the O(min(h2,ε2)) order of uniform convergence with respect to small parameter ε at nodes on uniform mesh and O(min(h,ε)) order of uniform global convergence with respect to the approximate solution given by S(x)=i=1NSΔi(x)H(xi-x) where H is the Heaviside function, which is the approximation for the closed form of the exact solution.
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