About the central difference method for singularly perturbed boundary value problems

DOI10.1016/0168-9274(95)00038-VMaRDI QIDQ1899314zbMATH OpenOpenAlexFDO

Authors Alessandra Papini

Publication date 9 October 1995

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0168-9274(95)00038-v

zbMATH Keywords

central difference schemeconvergencelinear second-order equationnonuniform meshesstability

Mathematics Subject Classification ID

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 author analyzes the central difference scheme applied to the linear second-order equation \(\varepsilon x= a(t) x'+ b(t)x+ f(t)\), with two- point boundary conditions \(x(t_0)= x_0\), \(x(t_f)= x_f\), assuming \(a(t)<0\). A class of nonuniform meshes is proposed, which ensures accuracy in the layer and stability as well as second-order convergence elsewhere.

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Cites work

• A Calculus of Difference Schemes for the Solution of Boundary Value Problems on Irregular Meshes
• A PARALLEL METHOD FOR QUASILINEAR PROBLEMS∗
• An Analysis of the Box and Trapezoidal Schemes for Linear Singularly Perturbed Boundary Value Problems
• Collocation for Singular Perturbation Problems II: Linear First Order Systems Without Turning Points
• Difference Approximations for Boundary and Eigenvalue Problems for Ordinary Differential Equations
• scientific article; zbMATH DE number 41473 (Why is no real title available?)
• On a Differential Equation of Boundary Layer Type
• Singular perturbation methods for ordinary differential equations
• The Numerical Solution of Second-Order Boundary Value Problems on Nonuniform Meshes

Cited in

(11)

• The method of weighted difference for singular perturbation problem
• On central difference approximations to general second order elliptic equations
• Non-standard difference schemes for singular perturbation problems revisited
• Fourth-order stable central difference with Richardson extrapolation method for second-order self-adjoint singularly perturbed boundary value problems
• Experiments with a local adaptive grid \(h\)-refinement for the finite-difference solution of BVPs in singularly perturbed second-order ODEs
• Operator bounds and time step conditions for the DG and central DG methods
• scientific article; zbMATH DE number 6681979 (Why is no real title available?)
• scientific article; zbMATH DE number 3915551 (Why is no real title available?)
• Use of central‐difference operators for solution of singularly perturbed problems
• A second order stabilized central difference method for singularly perturbed differential equations with a large negative shift
• Central difference schemes and stiff boundary value problems

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