Robust convergence of a compact fourth-order finite difference scheme for reaction-diffusion problems (Q998635)

The paper is devoted to the numerical solution of the stationary singularly perturbed reaction-diffusison problem \[ \mathcal L_{\varepsilon}u:=-\varepsilon^2u^{\prime\prime}+ru=f \text{ in }(0,1), \,\,u(0)=a,\,\,u(1)=b, \] where \(r,f\in C^4[0,1],\,\,0<\varepsilon\ll 1,\,\,r(x)>\varrho^2\) for \(x\in [0,1],\,\,\varrho>0\). The main aim of the paper is to construct a high-oder difference scheme that is convergent uniformly with respect to the small parameter \(\varepsilon\). A compact three-point finite difference scheme is considered and the coefficients of the scheme are determined so that the scheme is exact for polynomials up to degree four. In order to achieve robustness with respect to the perturbation parameter, a piecewise uniform Shishkin mesh is used. Although the system matrix of the resulting scheme is not an \(M\)-matrix, so the discretization is not inverse monotone, the author is able to establish a maximum-norm stability result (Theorem 1). Then, the author proves the pointwise convergence of the scheme uniformly in \(\varepsilon\). In particular, it is shown that the scheme on a Shishkin mesh is of fourth order up to a logarithmic factor (Theorem 3). Finally, a numerical example is presented. Numerical results of the method tested on Shishkin and Bakhvalov meshes are given to confirm the theoretical results.