Parameter-robust numerical method for a system of singularly perturbed initial value problems (Q663483)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Parameter-robust numerical method for a system of singularly perturbed initial value problems
scientific article

    Statements

    Parameter-robust numerical method for a system of singularly perturbed initial value problems (English)
    0 references
    15 February 2012
    0 references
    The authors study integration methods for systems of first-order singularly perturbed ordinary differential equations with given initial conditions. Perturbation parameters of different magnitudes are allowed for each equation. To show convergence of the proposed numerical scheme the authors assume that the coupling matrix of the system satisfies a certain kind of diagonal dominance. After analysing the properties of the continuous problem, the authors show a stability property also for the discrete problem. Subsequently, the convergence for finite difference methods based on Bakhvalov meshes and on Shishkin meshes is shown. The theoretical findings are verifies by the integration of two systems of two and three singularly perturbed ordinary differential equations.
    0 references
    singularly perturbation
    0 references
    initial value problems
    0 references
    layer-resolving meshes
    0 references
    parameter-robust convergence
    0 references
    numerical examples
    0 references
    stability
    0 references
    finite difference methods
    0 references
    Bakhvalov meshes
    0 references
    Shishkin meshes
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references