The method of weighted difference for singular perturbation problem (Q1067372)

The author introduces a difference approximation of u' as \[ \tilde u_ x=((1+\theta)(u_{i+1}-u_ ii)+(1-\theta)(u_ i-u_{-1})/2h \] with nonzero parameter \(\theta\) in the two-point boundary value problem \(- \epsilon u''(x)+p(x)u'(x)=f(x),0<x<1\), \(u(0)=A\), \(u(1)=B\); \(0<\alpha <p(x)<\beta,\epsilon >0\) to obtain a bound for the discretization error provided \((2\epsilon /p_ ih)-(2\epsilon /\alpha h)-1<\theta \leq (2\epsilon /p_ ih)-1\).