A spline method for singularly-perturbed boundary-value problems (Q1611519)

The authors derive a uniformly convergent uniform-mesh difference scheme using cubic spline in compression for the following second order boundary value problem: \[ \varepsilon y''= p(x) y' + q(x) y + r(x),\quad y(a)=\alpha_0,\;y(b)=\alpha_1, \] where \(p(x)\), \(q(x)\) and \(r(x)\) are smooth and bounded, and \(0<\varepsilon\ll 1\), the resolution of which maybe difficult because of the presence of boundary layers in the solution. The method constructed depends on two parameters \(\alpha\) and \(\beta\), and the authors prove that, with the proviso that \(q(x)\geq 0\), it is of second order whenever \(\alpha+\beta=1/2\), and of fourth order if \(\alpha=1/12\) and \(\beta=5/12\). This work extends previous results of \textit{W. G. Bickley} [Comput. J. 11, 206-208 (1968; Zbl 0155.48004)] and of \textit{M. K. Kadalbajoo} and \textit{R. K. Bawa} [J. Optimization Theory Appl. 90, No.~2, 405-416 (1996; Zbl 0951.65070)].