A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems (Q989150)

The paper is devoted to a study of some analytical properties of the singularly perturbed system \(\epsilon_1 u_1'(x) + f_1(x, u_1(x), u_2(x)) = 0\), \(\epsilon_2 u_2'(x) + f_2(x, u_1(x), u_2(x)) = 0\), subject to the initial conditions \(u_1(0) = A\), \(u_2(0) = B\), and to the development of numerical methods for such systems. Here, as usual in the theory of singularly perturbed system, \(\epsilon_1\) and \(\epsilon_2\) are assumed to be small positive parameters. The authors prove that the solutions exhibit two overlapping boundary layers. Based on this information, a finite difference method using a generalized Shishkin mesh that takes into account this structure is developed. An error analysis of this scheme is provided.