Convergence analysis of finite difference approximations on equidistributed grids to a singularly perturbed boundary value problem
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Publication:1590691
boundary value problemsconvergenceerror estimationfinite difference discretizationsnumerical resultssingular perturbation
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)
An error estimation is derived for two first order upwind discretizations of a model inhomogeneous, second-order, singularly perturbed boundary value problem on a non-uniform grid. A decomposition of the analytical solution into smooth and singular components is introduced, the upwind finite difference discretizations is described, and the generation of non-uniform grids by equidistribution of a positive monitor function is suggested. Numerical results confirm that the derived error estimate is sharp.
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