Abstract
A system of singularly perturbed ordinary differential equations of first order with given initial conditions is considered. The leading term of each equation is multiplied by a small positive parameter. These parameters are assumed to be distinct. The components of the solution exhibit overlapping layers. A Shishkin piecewise-uniform mesh is constructed, which is used, in conjunction with a classical finite difference discretisation, to form a new numerical method for solving this problem. It is proved, in a special case, that the numerical approximations obtained from this method are essentially first order convergent uniformly in all of the parameters. Numerical results are presented in support of the theory.
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Valarmathi, S., Miller, J.J.H. (2009). A Parameter-Uniform Finite Difference Method for a Singularly Perturbed Initial Value Problem: a Special Case. In: Hegarty, A., Kopteva, N., O'Riordan, E., Stynes, M. (eds) BAIL 2008 - Boundary and Interior Layers. Lecture Notes in Computational Science and Engineering, vol 69. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-00605-0_22
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DOI: https://doi.org/10.1007/978-3-642-00605-0_22
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