\(\varepsilon\)-uniformly convergent fitted mesh finite difference methods for general singular perturbation problems (Q2506341)

The authors consider a two point boundary value problem of a scalar linear ordinary differential equation (ODE) of second order. In this equation, a parameter \(\varepsilon\) implies a singular perturbation problem for small values of the parameter. A Shishkin mesh is used to discretise the domain of dependence following a strategy introduced \textit{G. I. Shishkin} [Zh. Vychisl. Mat. Fiz. 28, No.~11, 1649--1662 (1988; Zbl 0662.65086)]. Thereby, piecewise equidistant grids are applied, where smaller step sizes arise in the boundary layers of the exact ODE solution. A finite difference scheme tailored to the ODE is constructed on an arbitrary fitted mesh to obtain a linear system for the numerical approximations. The authors prove that the finite difference method using the Shishkin mesh is uniformly convergent for all \(0 < | \varepsilon| \leq 1\). Thereby, the convergence rate \(\mathcal{O}(\log^2(n) / n^2)\) is achieved, where \(n\) denotes the total number of subintervals. In contrast, straightforward techniques exhibit just a rate of \(\mathcal{O}(\log(n) / n)\). Numerical simulations of five examples, where the exact solution is known, verify the predicted convergence properties.