Fourth-order accurate difference method for the singular perturbation problem

Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations of ordinary differential equations (34D15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Review text

A uniformly convergent approximation is derived for the solution to the singularly perturbed ordinary differential system \[ \varepsilon u^{(4)}- (a(x)u)^{(2)}= f(x),\quad x\in[0, 1],\tag{i} \] \[ u(0)= u(1)= 0,\quad u^{(2)}(0)= u^{(2)}(1)= 0,\tag{ii} \] where \(0\leq\varepsilon\leq \varepsilon_0\ll 1\), \(f\in C^4\), \(a\in C^8\), \(| a^{(1)}|< L\), \(a\geq\gamma^2>0\). A mesh generating function is devised depending on \(\varepsilon\) which generates a non-equidistant mesh, and the system is discretized on the mesh using a difference formula of Hermite type. The design of the algorithm is based on the known behavior of the solution to (i), (ii) namely \[ | u^{(i)}(x)|\leq C(1+ \varepsilon^{-i}\exp(- \gamma x/\varepsilon)),\quad x\in[0,0.5],\tag{iii} \] \[ u^{(i)}(x)= u^{(i)}(1- x),\quad x\in[0.5,1],\quad i= 0,1,2,\dots, 6. \] If \(h=1/n\), where \(n\in\mathbb{N}\) is the number of mesh points then the approximations \(u_n(x)\) produced by the algorithm and the exact solution \(u(x)\) of (i), (ii) are proved to satisfy \(\| u- u_n\|_\infty< Ch^4\). Results of a numerical test are presented which confirm the validity of the method.

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