scientific article; zbMATH DE number 1281516
Linear ordinary differential equations and systems (34A30) Singular perturbations for ordinary differential equations (34E15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)
The numerical solution of the following problem is studied: \[ \varepsilon^2u+ \varepsilon a(t)u'+ b(t)u= f(t),\qquad 0< t<T,\quad u(0)= A,\quad u'(0)= B/\varepsilon. \] Here \(\varepsilon\) is a small positive parameter, \(A\), \(B\) are constants and \(a(t)\geq a>0\), \(b(t)\geq b>0\). The author proposes a difference scheme as well its method of construction of uniform order of accuracy \(O(\tau)\), where \(\tau\) is the stepsize. Numerical examples confirm the theory.
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