Lecture Notes in Computer Science, 2005, Volume 3516/2005, 13-39, DOI: 10.1007/11428862_183

Uniformly Convergent Computational Technique for Singularly Perturbed Self-adjoint Mixed Boundary-Value Problems

Rajesh K. Bawa and S. Natesan

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Abstract

In this paper, we propose a second–order parameter–uniform convergent hybrid scheme for self–adjoint singular perturbation problems (SPPs) subject to mixed (Robin) type conditions. The cubic spline baesd difference scheme is combined with the classical central difference scheme to obtain monotone scheme. Numerical example is provided to support the theory.
Subject Classification: AMS 65L10 CR G1.7.

Keywords  Finite difference scheme - cubic splines - singular perturbation problems - piece-wise uniform meshes

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