Lavrentiev regularization of a singularly perturbed elliptic PDE. (Q1415274)

The paper concerns the numerical analysis of an elliptic boundary value problem with small parameters \(\alpha\),\(\beta\) \[ -\alpha^2u_{xx}-\beta^2u_{yy}+u=f(x,y) \text{ in } \Omega=(0,\pi)\times (0,\pi), \quad u=0 \text{ on } \partial \Omega. \] Considering the small parameter as one element of the given data the authors treat the problem as an ill-posed one with respect to data perturbations. The Lavrentiev regularization method is applied. Some boundary layer estimates for the regularized solution and for the error of regularization are obtained. For discretization of the regularized problem the central difference approximation is used. Numerical results are presented for three examples. Advantages of the proposed approach are discussed.