Fourth-order accurate difference method for the singular perturbation problem (Q1387579)

A uniformly convergent approximation is derived for the solution to the singularly perturbed ordinary differential system \[ \varepsilon u^{(4)}- (a(x)u)^{(2)}= f(x),\quad x\in[0, 1],\tag{i} \] \[ u(0)= u(1)= 0,\quad u^{(2)}(0)= u^{(2)}(1)= 0,\tag{ii} \] where \(0\leq\varepsilon\leq \varepsilon_0\ll 1\), \(f\in C^4\), \(a\in C^8\), \(| a^{(1)}|< L\), \(a\geq\gamma^2>0\). A mesh generating function is devised depending on \(\varepsilon\) which generates a non-equidistant mesh, and the system is discretized on the mesh using a difference formula of Hermite type. The design of the algorithm is based on the known behavior of the solution to (i), (ii) namely \[ | u^{(i)}(x)|\leq C(1+ \varepsilon^{-i}\exp(- \gamma x/\varepsilon)),\quad x\in[0,0.5],\tag{iii} \] \[ u^{(i)}(x)= u^{(i)}(1- x),\quad x\in[0.5,1],\quad i= 0,1,2,\dots, 6. \] If \(h=1/n\), where \(n\in\mathbb{N}\) is the number of mesh points then the approximations \(u_n(x)\) produced by the algorithm and the exact solution \(u(x)\) of (i), (ii) are proved to satisfy \(\| u- u_n\|_\infty< Ch^4\). Results of a numerical test are presented which confirm the validity of the method.