Monotonicity on nonuniform grids (Q1360165)

The authors deal with the numerical solution of a frequently studied model two-point second-order boundary value problem with a small parameter at the higher derivative. The solution of this problem can have boundary and interior layers and classical finite difference methods often produce numerical pathologies. A class of numerical methods on nonuniform grids is proposed and investigated. It is shown that an appropriate selection of the mesh stepsize and suitable numbering of grid nodes permits to obtain accurate nonoscillatory solutions. The matrix of the resulting linear system of equations is proved to be monotone so positive solutions are obtained. The results are illustrated by two numerical examples.