Abstract:
A Cauchy problem for a singular perturbation second-order ordinary differential equation is considered. It is proved that the upwind difference scheme on a grid proposed by Shishkin is uniformly convergent. The grid is well known only in application to a boundary value problem. The results of some numerical experiments are discussed.
Key words:
second order ordinary differential equation, singular perturbation, Cauchy problem, difference scheme, maximum principle, Shishkin mesh, uniform convergence.
Citation:
A. I. Zadorin, S. V. Tikhovskaya, “Analysis of a difference scheme for a singular perturbation Cauchy problem on refined grids”, Sib. Zh. Vychisl. Mat., 14:1 (2011), 47–57; Num. Anal. Appl., 4:1 (2011), 36–45
This publication is cited in the following 3 articles:
S V Tikhovskaya, “A Cascadic Multigrid Algorithm on the Shishkin Mesh for a Singularly Perturbed Elliptic Problem with regular layers”, J. Phys.: Conf. Ser., 2182:1 (2022), 012034
S V Tikhovskaya, “A Cascadic Multigrid Algorithm on the Shishkin Mesh for a Singularly Perturbed Elliptic Problem”, J. Phys.: Conf. Ser., 1901:1 (2021), 012052
Tikhovskaya S.V., “Analysis of the Numerical Differentiation Formulas of Functions With Large Gradients”, Application of Mathematics in Technical and Natural Sciences, AIP Conference Proceedings, 1895, ed. Todorov M., Amer Inst Physics, 2017, UNSP 110010-1