Fourth-order finite-difference method for boundary value problems with two small parameters (Q720658)

The author considers the linear two-point boundary value problem \[ -\varepsilon^2y''+\mu y'+b(x)y=f(x), \;y(0)=y(1)=0, x\in I=[0,1] \] where both \(\varepsilon\) and \(\mu\) are small positive parameters which approach 0 simultaneously. A Bakhvalov-type mesh is used for a new fourth order finite difference scheme for this boundary value problem. It is proved under certain conditions that this scheme is fourth order accurate and that its error does not increase when the perturbation parameter tends to zero. Numerical examples are presented to justify these results.