Parameter-robust numerical method for a system of singularly perturbed initial value problems (Q663483)

The authors study integration methods for systems of first-order singularly perturbed ordinary differential equations with given initial conditions. Perturbation parameters of different magnitudes are allowed for each equation. To show convergence of the proposed numerical scheme the authors assume that the coupling matrix of the system satisfies a certain kind of diagonal dominance. After analysing the properties of the continuous problem, the authors show a stability property also for the discrete problem. Subsequently, the convergence for finite difference methods based on Bakhvalov meshes and on Shishkin meshes is shown. The theoretical findings are verifies by the integration of two systems of two and three singularly perturbed ordinary differential equations.