Non-standard methods for singularly perturbed problems possessing oscillatory/layer solutions

Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations for ordinary differential equations (34E15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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The authors consider the singularly perturbed two-point boundary value problem \[ Ly \equiv \varepsilon y+a(x)y'+b(x)y=f(x)\text{ on }(0,1),\quad y(0)=\alpha_0,\;y(1)=\alpha_1, \] where \(\alpha_0, \alpha_1\) are given constants, \(\varepsilon\) is a small positive parameter, and \(f(x), a(x)\) and \(b(x)\) are sufficiently smooth functions satisfying \(a(x)\geq a>0\), and \(b(x) \geq b >0\). They discuss the rapid change of the solution in one or more ``layer region(s), a problem which arises when the highest derivative term is multiplied by a small parameter. The specific form of the rapid change of the solution depends on whether or not \(a(x) \equiv 0\) and leads to either the dispersive problem or the dissipative problem. The analysis in the paper is motivated by the cases \(a(x) \equiv 0\) and \(b(x) \equiv 0\). The authors use nonstandard finite difference methods (NSFDMs). The dispersive or dissipative nature of the solution is captured by systematically constructing suitable denominator functions for the discrete second order derivative. After deriving some exact schemes, they develop a new scheme. They demonstrate that the NSFDMs developed are qualitatively stable with respect to the maximum principle, the continuous dependence on given data and the principle of conservation of energy. Theoretical results are presented and proved. Convergence analysis is carried out. A section with test examples and numerical results is included, the examples being chosen for which the exact solution is known. Numerical rates of convergence are calculated.

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