A finite differences MATLAB code for the numerical solution of second order singular perturbation problems

摘要

We show the main features of the MATLAB code HOFiD_UP for solving second order singular perturbation problems. The code is based on high order finite differences, in particular on the generalized upwind method. Within its simplicity, it uses order variation and continuation for solving any difficult nonlinear scalar problem. Several numerical tests on linear and nonlinear problems are considered. The best performances are reported on problems with perturbation parameters near the machine precision, where most of the codes for two-point BVPs fail.