A uniformly convergent difference method for the periodical boundary value problem (Q597314)

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A uniformly convergent difference method for the periodical boundary value problem
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    A uniformly convergent difference method for the periodical boundary value problem (English)
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    6 August 2004
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    The authors analyze a fitted difference scheme on a uniform mesh for the numerical solution of the singularly perturbed problem \(\varepsilon^2u''+\varepsilon a(x)u'-b(x)u=f(x)\), \(0<x<1\), \(u(0)=u(1)\), \(u'(1)-u'(0)=A/\varepsilon\). The difference scheme is based on the method of integral identities by using exponential basis functions and interpolating quadrature rules with weight. A numerical example is considered.
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    Difference scheme
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    Singular perturbation
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    Uniform convergence
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    Boundary layers
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    method of integral identities
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    exponential basis functions
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    interpolating quadrature rules
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    numerical example
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