Non-standard methods for singularly perturbed problems possessing oscillatory/layer solutions

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摘要

We construct and analyze non-standard finite difference methods for a class of singularly perturbed differential equations. The class consists of two types of problems: (i) those having solutions with layer behavior and (ii) those having solutions with oscillatory behavior. Since no fitted mesh method can be designed for the latter type of problems, other special treatment is necessary, which is one of the aims being attained in this paper. The main idea behind the construction of our method is motivated by the modeling rules for non-standard finite difference methods, developed by Mickens. These rules allow one to incorporate the essential physical properties of the differential equations in the numerical schemes so that they provide reliable numerical results. Note that the usual ways of constructing the fitted operator methods need the fitting factor to be incorporated in the standard finite difference scheme and then it is derived by requiring that the scheme be uniformly convergent. The method that we present in this paper is fairly simple as compared to the other approaches. Several numerical examples are given to support the predicted theory.

论文关键词:Singular perturbations,Boundary value problems,Ordinary differential equations,Dispersivity,Dissipativity,Finite difference methods

论文评审过程:Available online 19 October 2006.

论文官网地址:https://doi.org/10.1016/j.amc.2006.09.011