Parameter‐robust numerical method for a system  of singularly perturbed initial value problems

Parameter‐robust numerical method for a system of singularly perturbed initial value problems

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Article ID: iaor2012260
Volume: 59
Issue: 2
Start Page Number: 185
End Page Number: 195
Publication Date: Feb 2012
Journal: Numerical Algorithms
Authors: ,
Keywords: numerical analysis
Abstract:

In this work we study a system of M( ≥ 2) first‐order singularly perturbed ordinary differential equations with given initial conditions. The leading term of each equation is multiplied by a distinct small positive parameter, which induces overlapping layers. A maximum principle does not, in general, hold for this system. It is discretized using backward Euler difference scheme for which a general convergence result is derived that allows to establish nodal convergence of O(N − 1ln N) on the Shishkin mesh and O(N − 1) on the Bakhvalov mesh, where N is the number of mesh intervals and the convergence is robust in all of the parameters. Numerical experiments are performed to support the theoretical results.

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