A second order monotone upwind scheme
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We analyze a special finite difference scheme of upwind type for an ordinary singularly perturbed nonlinear boundary value problem. In particular we prove the uniqueness and monotone dependence upon the right hand sides of the discrete solutions and the second order accuracy in the global domain.
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Cites work
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- Monotone Difference Schemes for Singular Perturbation Problems
- Nonlinear Singular Perturbation Problems and One Sided Difference Schemes
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- Zur Inversmonotonie diskreter Probleme
Cited in
(12)- Numerical treatment of singularly perturbed two point boundary value problems using initial-value method
- A uniform numerical method for quasilinear singular perturbation problems without turning points
- New initial-value method for singularly perturbed boundary-value problems
- Asymptotic initial-value method for singularly-perturbed boundary-value problems for second-order ordinary differential equations
- Initial-value methods for second-order singularly perturbed boundary- value problems
- A survey of numerical techniques for solving singularly perturbed ordinary differential equations
- A computational method for solving third-order singularly perturbed boundary-value problems
- Spline based computational technique for linear singularly perturbed boundary value problems
- A note on the stability of the upwind scheme for ordinary differential equations
- Stability of a finite-difference discretization of a singular perturbation problem
- Hybrid method for numerical solution of singularly perturbed delay differential equations
- Initial value technique for singularly perturbed two point boundary value problems using an exponentially fitted finite difference scheme
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