B-spline collocation method for two-parameter singularly perturbed convection-diffusion boundary value problems
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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) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
The paper discusses a B-spline collocation method for solving singularly perturbed two-parameter boundary value problems \[ -\varepsilon u(x)+\mu b(x)u'(x)+c(x)u(x)=f(x) \] subject to the boundary conditions \(u(0)=A\), \(u(1)=B\), with two small parameters \(0<\varepsilon,\mu\ll 1\). The functions \(b,c\) and \(f\) are assumed to be sufficiently smooth, where \(b,c\) are positive and bounded away from zero on the interval \([0,1]\). A B-spline collocation method on piecewise-uniform Shishkin mesh yields a tridiagonal linear system. The convergence analysis for this problem is given and the method is shown to have uniform convergence of second order. The theoretical results are illustrated using a numerical example with constant coefficients \(b,c\).
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