The convergence of a finite difference method on layer-adapted mesh for a singularly perturbed system (Q1765843): Difference between revisions
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Latest revision as of 18:56, 7 June 2024
scientific article
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English | The convergence of a finite difference method on layer-adapted mesh for a singularly perturbed system |
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The convergence of a finite difference method on layer-adapted mesh for a singularly perturbed system (English)
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23 February 2005
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The numerical solution for singularly perturbed initial boundary value problem of the system of nonlinear differential equations of the form \[ \begin{cases} \varepsilon u_1'+f_1(x,u_1,u_2)=0,&0<x\leq\ell\\ -u_2''+f_2(x,u_1,u_2)=0,&0<x<\ell\\ u_1(0)=u_*,\\ u_2(0)=A,\;u_2(\ell)=B\end{cases} \tag{\(*\)} \] is obtained, where \(0<\varepsilon<1\) is a small parameter, \(u_*\), \(A, B\) are given constants, \(f_1\) and \(f_2\) are given smooth functions satisfying certain regularity conditions. A method based on finite elements with piecewise constant and piecewise linear basis functions and appropriate quadrature formulae with remainder term in integral form is derived. It is shown that the solution of the finite difference scheme on a special non-uniform mesh converges point-wise independently of the singular perturbation parameter. Numerical results supporting the theory developed are presented.
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singular perturbation
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non-uniform mesh
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difference scheme
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uniform convergence
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boundary value problem
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system
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nonlinear
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finite elements
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numerical results
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