An analysis of a uniformly accurate difference method for a singular perturbation problem

Authors:
Alan E. Berger, Jay M. Solomon and Melvyn Ciment

Journal:
Math. Comp. **37** (1981), 79-94

MSC:
Primary 65L10

MathSciNet review:
616361

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Abstract: It will be proven that an exponential tridiagonal difference scheme, when applied with a uniform mesh of size *h* to: for , *b* and *f* smooth, in (0, 1], and and given, is uniformly second-order accurate (i.e., the maximum of the errors at the grid points is bounded by with the constant *C* independent of *h* and ). This scheme was derived by El-Mistikawy and Werle by a patching of a pair of piecewise constant coefficient approximate differential equations across a common grid point. The behavior of the approximate solution in between the grid points will be analyzed, and some numerical results will also be given.

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DOI:
https://doi.org/10.1090/S0025-5718-1981-0616361-0

Article copyright:
© Copyright 1981
American Mathematical Society