A uniformly convergent difference method for the periodical boundary value problem
Boundary layersDifference schemeexponential basis functionsinterpolating quadrature rulesmethod of integral identitiesnumerical exampleSingular perturbationUniform convergence
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)
The authors analyze a fitted difference scheme on a uniform mesh for the numerical solution of the singularly perturbed problem \(\varepsilon^2u+\varepsilon a(x)u'-b(x)u=f(x)\), \(0<x<1\), \(u(0)=u(1)\), \(u'(1)-u'(0)=A/\varepsilon\). The difference scheme is based on the method of integral identities by using exponential basis functions and interpolating quadrature rules with weight. A numerical example is considered.
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