A spline method for singularly-perturbed boundary-value problems

Publication date 12 November 2002

Published in The Journal of Analysis (Search for Journal in Brave)

boundary layers boundary-value problem convergence cubic spline in compression singular perturbation

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 difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The authors derive a uniformly convergent uniform-mesh difference scheme using cubic spline in compression for the following second order boundary value problem: \[ \varepsilon y= p(x) y' + q(x) y + r(x),\quad y(a)=\alpha_0,\;y(b)=\alpha_1, \] where \(p(x)\), \(q(x)\) and \(r(x)\) are smooth and bounded, and \(0<\varepsilon\ll 1\), the resolution of which maybe difficult because of the presence of boundary layers in the solution. The method constructed depends on two parameters \(\alpha\) and \(\beta\), and the authors prove that, with the proviso that \(q(x)\geq 0\), it is of second order whenever \(\alpha+\beta=1/2\), and of fourth order if \(\alpha=1/12\) and \(\beta=5/12\). This work extends previous results of \textit{W. G. Bickley} [Comput. J. 11, 206-208 (1968; Zbl 0155.48004)] and of \textit{M. K. Kadalbajoo} and \textit{R. K. Bawa} [J. Optimization Theory Appl. 90, No.~2, 405-416 (1996; Zbl 0951.65070)].

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