ISSN:
1573-2878
Keywords:
Ordinary differential equations
;
singular perturbations
;
boundary-value problems
;
finite-difference approximations
;
numerical stability
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00940347
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