Numerical treatment of singularly perturbed two point boundary value problems

摘要

We propose a method for numerically solving linear singularly perturbed two point boundary value problems in ordinary differential equations with a boundary layer on the left end of the underlying interval. This is a practical method and can be easily implemented on a computer. The original problem is divided into inner and outer region differential equation systems. The reduced problem is solved to obtain the terminal boundary condition. Then, a new inner region problem is created and solved as a two point boundary value problem (TPBVP). In turn, the outer region problem is also solved as a TPBVP. Both these TPBVPs are efficiently treated by employing a slightly modified classical finite difference scheme coupled with discrete invariant imbedding algorithm to obtain the numerical solutions. The stability of some recurrence relations involved in the algorithm is investigated. The proposed method is iterative on the terminal point. Some numerical examples are included, and the computational results are compared with exact solutions. It is observed that the accuracy predicted can always be achieved with very little computational effort.