A uniform scheme for the singularly perturbed Riccati equation (Q1073549)

We consider the singularly perturbed Riccati equation \(\epsilon u'(x)+a(x)u^ 2(x)+b(x)u(x)+c(x)=0\), \(u(0)=A\) and present a new finite difference scheme, which is exact when the coefficients a,b and c are constant. We show that, under certain restrictions, the solution, \(u^ h_ i\), of this difference scheme converges, uniformly in \(\epsilon\), to \(u(x_ i)\), the solution of the differential equation on the uniform mesh \(x_ i=ih\). Numerical results are presented.