Lecture Notes in Computer Science, 2001, Volume 1988/2001, 350-358, DOI: 10.1007/3-540-45262-1_41

High Order ε-Uniform Methods for Singularly Perturbed Reaction-Diffusion Problems

J. L. Gracia, F. Lisbona and C. Clavero

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Abstract

The central difference scheme for reaction-diffusion problems, when fitted Shishkin type meshes are used, gives uniformly convergent methods of almost second order. In this work, we construct HOC (High Order Compact) compact monotone finite difference schemes, defined on a priori Shishkin meshes, uniformly convergent with respect the diffusion parameter ∈, which have order three and four except for a logarithmic factor. We show some numerical experiments which support the theoretical results.
This research was supported by the project DGES-PB97-1013

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