``Shooting method'' for the solution of singularly perturbed two-point boundary-value problems having less severe boundary layer. (Q1855910)

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``Shooting method'' for the solution of singularly perturbed two-point boundary-value problems having less severe boundary layer.
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    ``Shooting method'' for the solution of singularly perturbed two-point boundary-value problems having less severe boundary layer. (English)
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    28 January 2003
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    This paper presents a numerical method to compute the solution of the problem \[ \begin{matrix}\epsilon u''+ a(x)u'-b(x)u= f(x), \\ a(0)u'(0)-b(0)u(0)=f(0),\,\, u(1)=B. \end{matrix}\tag{1} \] Boundary conditions are said to be ``less severe'' as there is a solution \(u_0\) of the reduced problem \[ a(x)u'-b(x)u= f(x) \] that verifies both boundary conditions in (1). Basic assumptions are: \(\epsilon >0\) is a small parameter, \(a(x)\geq \alpha>0\) and \(b(x)\geq 0\). The proposed method is to solve an inner region problem \[ \begin{matrix} \epsilon u''+ a(x)u'-b(x)u= f(x), \\ u(0)=u_0(0),\,\, u'(0)=[f(0)+b(0)u_0(0)]/a(0), \end{matrix} \] defined for \(x\in [0,k_1]\), together with an outer region problem \[ \begin{matrix}\epsilon u''+ a(x)u'-b(x)u= f(x), \\ u(k_2)=u_0(k_2),\,\, u(1)=B, \end{matrix} \] where \(k_1\leq k_2\). The approximate solution of (1) is then obtained as the juxtaposition of these inner and outer solutions. Error estimates are derived. Numerical examples are given.
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    singular perturbation
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    boundary value problem
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    shooting method
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    exponentially fitted difference scheme
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    boundary layer
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    Error estimates
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    numerical examples
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