A numerical treatment for singularly perturbed differential equations with integral boundary condition (Q870208): Difference between revisions

A numerical method is proposed for a singularly perturbed first-order quasilinear ordinary differential equation of the form \[ \varepsilon u'(t) + f(t,u(t)) = 0, \quad t \in (0,T], \quad T >0, \] subject to the integral boundary condition \[ u(0) = \mu u(T) + \int\limits_0^T b(s)u(s)ds + d, \] where \(0 < \varepsilon \ll 1\) is the small perturbation parameter, \(\mu\) and \(d\) are constants, \(b(t)\) and \(f(t,u)\) are sufficiently smooth functions satisfying some stability conditions. Here the solution \(u(t)\) exhibits a boundary layer of thickness \(O(\varepsilon)\) near \(t=0\). The authors developed a \(\varepsilon\)-uniform finite difference method on a Shishkin mesh for this problem. First-order uniform convergence up to a logarithmic factor in the discrete maximum norm is proved. The theoretical results are supported by numerical experiments.