Fourth-order finite-difference method for boundary value problems with two small parameters

DOI10.1016/J.AMC.2011.05.113MaRDI QIDQ720658zbMATH OpenOpenAlexFDO

Authors Djordje Herceg

Publication date 11 October 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.05.113

zbMATH Keywords

Bakhvalov mesherror boundsfinite differenceslinear two-point boundary value problemnonequidistant meshnumerical examplessingular perturbationtwo small parameters

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) Numerical solution of singularly perturbed problems involving ordinary differential equations (65L11) Finite difference and finite volume methods for ordinary differential equations (65L12) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

The author considers the linear two-point boundary value problem \[ -\varepsilon^2y+\mu y'+b(x)y=f(x), \;y(0)=y(1)=0, x\in I=[0,1] \] where both \(\varepsilon\) and \(\mu\) are small positive parameters which approach 0 simultaneously. A Bakhvalov-type mesh is used for a new fourth order finite difference scheme for this boundary value problem. It is proved under certain conditions that this scheme is fourth order accurate and that its error does not increase when the perturbation parameter tends to zero. Numerical examples are presented to justify these results.

Recommendations

• On a fourth-order finite-difference method for singularly perturbed boundary value problems
• Numerical treatment of singularly perturbed fourth-order two-parameter problems
• scientific article; zbMATH DE number 3928256
• A higher-order scheme for quasilinear boundary value problems with two small parameters
• Fourth order algorithms for a semilinear singular perturbation problem

Cites work

• A higher-order scheme for quasilinear boundary value problems with two small parameters
• A lower bound for the smallest singular value of a matrix
• Analysis of a finite-difference scheme for a singularly perturbed problem with two small parameters.
• Deformations of the Bifurcation Diagram Due to Discretization
• Fourth-order Finite-difference Methods for Two-point Boundary-value Problems
• scientific article; zbMATH DE number 3928256 (Why is no real title available?)
• scientific article; zbMATH DE number 3740707 (Why is no real title available?)
• scientific article; zbMATH DE number 37935 (Why is no real title available?)
• scientific article; zbMATH DE number 5030056 (Why is no real title available?)
• scientific article; zbMATH DE number 3275901 (Why is no real title available?)
• scientific article; zbMATH DE number 3331255 (Why is no real title available?)
• Layer-adapted meshes for one-dimensional reaction–convection–diffusion problems
• On a fourth-order finite-difference method for singularly perturbed boundary value problems
• Singularly Perturbed Problems Modeling Reaction-convection-diffusion Processes
• The Sdfem for a Convection-diffusion Problem with Two Small Parameters
• Uniform fourth order difference scheme for a singular perturbation problem

Cited in

(14)

• Second-order accurate difference method for the singularly perturbed problem of fourth-order ordinary differential equations
• Stable high order methods for differential equations with small coefficients for the second order terms
• Fourth order algorithms for a semilinear singular perturbation problem
• Rational spectral collocation and differential evolution algorithms for singularly perturbed problems with an interior layer
• A robust adaptive grid method for a nonlinear singularly perturbed differential equation with integral boundary condition
• Numerical treatment of singularly perturbed fourth-order two-parameter problems
• On a fourth-order finite-difference method for singularly perturbed boundary value problems
• A general view on double limits in differential equations
• scientific article; zbMATH DE number 3960904 (Why is no real title available?)
• scientific article; zbMATH DE number 4054954 (Why is no real title available?)
• scientific article; zbMATH DE number 4100546 (Why is no real title available?)
• A singularly perturbed problem with two parameters on a Bakhvalov-type mesh
• A new implicit-explicit local differential method for boundary value problems
• A higher-order scheme for quasilinear boundary value problems with two small parameters

This page was built for publication: Fourth-order finite-difference method for boundary value problems with two small parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q720658)