On a fourth-order finite-difference method for singularly perturbed boundary value problems

被引:7
作者
Herceg, Dragoslav [1 ]
Herceg, Djordje [1 ]
机构
[1] Univ Novi Sad, Fac Sci, Dept Math & Informat, Novi Sad 21000, Serbia
关键词
finite differences; boundary value problem; nonequidistant mesh; singular perturbation;
D O I
10.1016/j.amc.2008.05.103
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a fourth-order finite-difference method for singularly perturbed one-dimensional reaction-diffusion problem. The problem is discretized using a Bakhvalov-type mesh. We give a uniform convergence with respect to the perturbation parameter. Numerical examples are presented which demonstrate computationally the fourth order of the method. (C) 2008 Elsevier Inc. All rights reserved.
引用
收藏
页码:828 / 837
页数:10
相关论文
共 21 条
[1]  
[Anonymous], ZB RAD PRIR MAT FA M
[2]  
BAKHVALOV NS, 1969, USSR COMP MATH MATH+, V9, P841
[3]  
BOGLAEV IP, 1981, ZH VYCH MAT MAT FIZ, V21, P887
[4]   4TH-ORDER FINITE-DIFFERENCE METHODS FOR 2-POINT BOUNDARY-VALUE-PROBLEMS [J].
BOGUCZ, EA ;
WALKER, JDA .
IMA JOURNAL OF NUMERICAL ANALYSIS, 1984, 4 (01) :69-82
[5]  
BOHL E, 1981, FINITE MODELLE GEWOH
[6]   High order methods for elliptic and time dependent reaction-diffusion singularly perturbed problems [J].
Clavero, C ;
Gracia, JL .
APPLIED MATHEMATICS AND COMPUTATION, 2005, 168 (02) :1109-1127
[7]   UNIFORM-CONVERGENCE OF ARBITRARY ORDER ON NONUNIFORM MESHES FOR A SINGULARLY PERTURBED BOUNDARY-VALUE PROBLEM [J].
CLAVERO, C ;
LISBONA, F ;
MILLER, JJH .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1995, 59 (02) :155-171
[8]  
DEUFLHARD P, 1982, 163 U HEID I ANG INF
[9]  
DIECKHOFF HJ, 1975, 7520 TU MUNCH I MATH
[10]  
Doolan E.P., 1980, Uniform Numerical Methods for Problems with Initial and Boundary Layers