On the theory of difference schemes for singularly perturbed equations

DOI10.1023/B:DIEQ.0000047027.16299.38MaRDI QIDQ2387968zbMATH OpenOpenAlexFDO

Authors Vladimir B. Andreev

Publication date 5 September 2005

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:dieq.0000047027.16299.38

zbMATH Keywords

Bakhvalov-type-gridconvergenceerror boundsGreen functionreaction-diffusion equationsingular perturbationthree-point difference schemetwo-point boundary value problem

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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

A two-point boundary value problem for a linear singularly perturbed reaction-diffusion equation is considered. A classical three-point difference scheme, on an arbitrary nonuniform grid, is used for the numerical solution of this problem. Estimates of the Green function of the grid problem are performed. The numerical errors are investigated and the convergence to the solution is compared for a Bakhvalov-type-grid.

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