High order generalized upwind schemes and numerical solution of singular perturbation problems (Q996814)

This paper is concerned with the numerical solution of second order singularly perturbed two--point boundary value problems that can be written in the form: \[ \varepsilon y''(x) = f(x, y(x), y'(x)), x \in [a,b],\;0 < \varepsilon <<1, \] with \( y(a)=y_a, y(b)=y_b\) where \(f\) is a sufficiently smooth function. The main difference with the standard approach is that here instead of transforming the second order differential system into an equivalent first order system, the authors propose to discretize directly the second order equation by using \(k\)-step finite difference schemes with order \(k\) given by the same authors [J. Comput. Appl. Math. 176, 59--76 (2005; Zbl 1073.65061)] together with upwind techniques to avoid the undesirable oscillations in the boundary layer. Some examples are presented to illustrate the effect of the upwind in removing the spurious oscillations. Finally, the numerical results with three test problems are given to show the behavior of different strategies of step size variation together with discretizations of different orders on the global error of these problems.