A parameter-uniform finite difference method for singularly perturbed linear dynamical systems

zbMATH Open1198.65123arXiv0903.1795MaRDI QIDQ3585684FDOQ3585684

Authors: Sigamani Valarmathi, John J. H. Miller 

Publication date: 20 August 2010

Abstract: A system of singularly perturbed ordinary differential equations of first order with given initial conditions is considered. The leading term of each equation is multiplied by a small positive parameter. These parameters are assumed to be distinct and they determine the different scales in the solution to this problem. A Shishkin piecewise--uniform mesh is constructed, which is used, in conjunction with a classical finite difference discretization, to form a new numerical method for solving this problem. It is proved that the numerical approximations obtained from this method are essentially first order convergent uniformly in all of the parameters.

Full work available at URL: https://arxiv.org/abs/0903.1795

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zbMATH Keywords

maximum principlefinite difference methodinitial value problemlinear dynamical systemmultiscale problemsparameter-uniform convergenceShiskin piecewise-uniform mesh

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Singular perturbations for ordinary differential equations (34E15) 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) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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