Finite-difference method for parameterized singularly perturbed problem (Q2570883): Difference between revisions

The authors consider the following parameter-dependent singularly perturbed boundary value problem \[ Lu:=\varepsilon u'(x)+a(x)u(x)=f(x,\lambda), \quad x\in[0,l],\quad u(0)=A,\;u(l)=B, \tag{1} \] where \(A,B\) are given constants and \(a(x),\) \(f(x,\lambda)\) are sufficiently smooth functions such that \(a(x)\geq \alpha>0,\) \(x\in [0,l],\) \(0<m_1\leq | \frac{\partial f}{\partial \lambda} | \leq M_1<\infty\) in \([0,l]\times R,\) \(\varepsilon >0\) is a small parameter and \(\{u(x),\lambda\}\) is a solution of (1). A special difference scheme on a uniform mesh for the problem (1) is constructed. It is proved that this scheme uniformly converges relatively to \(\varepsilon\) with the first order in the discret maximum norm. An illustrative numerical example is given.