Numerical solution of the singularly perturbed problem with nonlocal boundary condition

DOI10.1007/BF02456971MaRDI QIDQ1861035zbMATH OpenOpenAlexFDO

Publication date 14 April 2003

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02456971

boundary layers convergence error estimates exponentially fitted difference scheme nonlocal boundary condition numerical examples singular perturbation

Mathematics Subject Classification ID

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) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

This paper is concerned with the numerical solution by a finite difference method of the following singularly perturbed nonlocal boundary value problem: \[ -\varepsilon u + a(x) u = f(x),\quad 0<x<l, \] \[ -\sqrt{\varepsilon} u'(0) + \gamma u(0) = \mu_0, \] \[ u(l) - \delta u(d) = \mu_l, \] where \(d\) is some given point in \((0,l)\). Moreover, \(\varepsilon\) is a small positive parameter, \(\gamma>0\), \(\delta>0\), \(\mu_0\) and \(\mu_l\) are given constants, and the functions \(a(x)\geq \alpha >0\) and \(f(x)\) are smooth enough so that the problem has a unique solution \(u(x)\) for all small values of \(\varepsilon\). This solution has in general boundary layers at \(x=0\) and \(x=l\) for \(\varepsilon\) near \(0\), which causes trouble when classical numerical methods are applied. In this note the authors present a uniformly convergent difference scheme on a non-equidistant mesh, based on the method of integral identities, by using a basis of exponential functions and interpolating quadrature rules with the weight and the remainder terms in integral form. Uniform error estimates are established in the discrete maximum norm, and a numerical example is given.

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