Completely exponentially finite difference methods for problems of turning point

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The authors study under some conditions the two-point boundary value problem \(\varepsilon u+p(x)u'-q(x)u=f(x)\) for \(x\in ]-a,b[\) with \(u(- a)=A\) and \(u(b)=B\). A difference scheme is given. It is proved that the solution of this scheme converges uniformly of the first order to the solution of the boundary value problem. A numerical example is given.











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