A finite element method for a singularly perturbed boundary value problem

Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations for ordinary differential equations (34E15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Review text

We examine the problem: \(\epsilon u+a(x)u'-b(x)u=f(x)\) for \(0<x<1\), \(a(x)\geq \alpha >0\), b(x)\(\geq \beta\), \(\alpha^ 2+4\epsilon \beta >0\), a, b and f in \(C^ 2[0,1]\), \(\epsilon\) in (0,1], u(0) and u(1) given. Using finite elements and a discretized Green's function, we show that the El-Mistikawy and Werle difference scheme on an equidistant mesh of width h is uniformly second order accurate for this problem (i.e., the nodal errors are bounded by \(Ch^ 2\), where C is independent of h and \(\epsilon)\). With a natural choice of trial functions, uniform first order accuracy is obtained in the \(L^{\infty}(0,1)\) norm. On choosing piecewise linear trial functions (hat functions), uniform first order accuracy is obtained in the \(L^ 1(0,1)\) norm.

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