Numerical approximations to the scaled first derivatives of the solution to a two parameter singularly perturbed problem (Q1631423)
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English | Numerical approximations to the scaled first derivatives of the solution to a two parameter singularly perturbed problem |
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Numerical approximations to the scaled first derivatives of the solution to a two parameter singularly perturbed problem (English)
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6 December 2018
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The paper is concerned with the numerical solution of the singularly pertubed two-point boundary value problem \[ -\epsilon u'' + \mu a \left(x\right) u' + b\left(x\right) u = f \] with two pertubation parameters \(\epsilon\) and \(\mu\). The authors use the upwind finite difference scheme on the Shishkin mesh. The transition parameters for the Shishkin mesh are given explicitly and are dependent on the parameters \(\epsilon\) and \(\mu\). The authors derive error estimates for derivatives of the exact solution of this equation. Based on these estimates, they define the weighted \(C^1\)-norm and prove parameter-uniform convergence of the approximate solution in this norm. The weighted \(C^1\)-norm of a function can also be viewed as the \(C^1\)-norm of the function with scaled derivatives with scaling only in a boundary layer region. Numerical experiments are presented to confirm the theoretical results.
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singularly pertubed problem
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two pertubation parameters
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scaled first derivative
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finite difference scheme
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Shishkin mesh
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error estimate
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