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Applications of the extrapolation method to the numerical solution of singular perturbation problems

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Abstract

In this paper we consider applications of extrapolation method to the numerical solution of singular perturbation problem for elliptic—parabolic equation in order to manifesting accuracy of approximations and estimate the order of accuracy. Concerning the uniform convergence in ref. [1], its proof is given in the appendix.

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References

  1. Su Yu-cheng and Wu Chi-kuang, The difference methods for the solution of singular perturbation for the elliptic-parabolic differential equation,Applied Mathematics and Mechnics,1, 2 (1980).

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  2. Podkorutof, E. M., The extrapolation method for increasing accuracy of approximate solution of equationɛy″(x)+by′(x)−c(x)y(x)=f(x), Differential Equations with a small parameter, Sverdlovsk (1980), 118–129. (in Russian)

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Yu-cheng, S. Applications of the extrapolation method to the numerical solution of singular perturbation problems. Appl Math Mech 6, 293–306 (1985). https://doi.org/10.1007/BF01978836

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