An almost third order finite difference scheme for singularly perturbed reaction-diffusion systems (Q977430)

The paper concerns the numerical approximation of the solution to a coupled systems of singularly perturbed reaction-diffusion problems. The authors construct a hybrid finite difference scheme of HODIE (high order difference approximation via identity expansion) type, on a piecewise uniform Shishkin mesh. The first section is an introduction in nature. In the second section the authors construct a decomposition for the exact solution of the singularly perturbed boundary value problem: \[ \begin{aligned} &-Eu''+Au=f,\;x\in\Omega=(0,1)\\ &u(0)=u_0,\;u(1)=u_1 \end{aligned}\tag{1} \] where \(E=\text{diag}(\varepsilon_1,\varepsilon_2),\) the diffusion parameters \(\varepsilon_1,\varepsilon_2\) satisfy \(0\leq\varepsilon_1\leq\varepsilon_2\leq 1,\) and in general they have different orders of magnitude. The coupling reaction term \(A\) is defined by the matrix \[ A= \left( \begin{matrix} a_{11}(x) & a_{12}(x) \\ a_{21}(x) & a_{22}(x) \end{matrix} \right) \] whose coefficients satisfy the conditions: \[ \begin{aligned} &a_{i,1}+a_{i,2}\geq\alpha^2>0,\,\;a_{ii}>0,\; i=1,2\\ &a_{ij}\leq 0\;\text{ if }i\neq j \end{aligned} \] The authors show that the regular component and its derivatives up to order fourth are bounded independently of both diffusion parameters \(\varepsilon_1,\varepsilon_2.\) This fact will play an important role in in the posteriori analysis of the error associated to the numerical method. In the third section the authors define a hybrid finite difference scheme, which is of HODIE type, constructed on a standard piecewise uniform Shishkin mesh. They prove that the numerical approximation is almost third order uniformly convergent. In order to prove the efficiency of the presented HODIE method, the fourth section presents numerical results obtained from two test problems.