Skip to main content
Log in

On the extrapolation for a singularly perturbed boundary value problem

Extrapolation bei einer singulär gestörten Randwertaufgabe

  • Contributed Papers
  • Published:
Computing Aims and scope Submit manuscript

Abstract

We consider the non-linear boundary value problem with small perturbation parameter ε. We find its numerical solution by using Richardson extrapolation on a special non-uniform discretization mesh. Both, high accuracy and uniformity in ε, are obtained. Numerical examples are provided.

Zusammenfassung

Wir betrachten die nichtlineare Randwertaufgabe mit kleinem Störungsparameter ε. Wir finden ihre numerische Lösung unter Anwendung von Richardson-Extrapolation mit einem speziellen nichtäquidistanten Diskretisierungsgitter. Man erhält gleichzeitig große Genauigkeit und gleichmäßige Konvergenz. Numerische Beispiele werden angegeben.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bakhvalov, N. S.: K optimizacii metodov resheniya kraevyh zadach pri nalichii pogranichnogo sloya. Zh. vychisl. mat. i mat. fiz.9, 841–859 (1969).

    Google Scholar 

  2. Bohl, E.: Finite Modelle gewöhnlicher Randwertaufgaben. Stuttgart: B. G. Teubner 1981.

    Google Scholar 

  3. Bohl, E., Lorenz, J.: Inverse monotonicity and difference schemes of higher order. A summary for two-point boundary value problems. Aeq. Math.19, 1–36 (1979).

    Google Scholar 

  4. Doolan, E. P., Miller, J. J. H., Schilders, W. H. A.: Uniform Numerical Methods for Problems with Initial and Boundary Layers. Dublin: Boole Press 1980.

    Google Scholar 

  5. Henrici, P.: Discrete Variable Methods in Ordinary Differential Equations. New York: Wiley 1962.

    Google Scholar 

  6. Herceg, D.: A uniformly convergent scheme with quasi-constant fitting factors. Zb. rad. Prir.-Mat. Fak. Univ. Novom Sadu Ser. Mat.11, 105–115 (1981).

    Google Scholar 

  7. Herceg, D., Vulanović, R.: Some finite-difference schemes for a singular perturbation problem on a non-uniform mesh. Zb. rad. Prir.-Mat. Fak. Univ. Novom Sadu, Ser. mat.11, 117–134 (1981).

    Google Scholar 

  8. Keller, H. B.: Accurate difference methods for nonlinear two-point boundary value problems. SIAM J. Numer. Anal.11, 305–320 (1974).

    Google Scholar 

  9. Lorenz, J.: Stability and monotonicity properties of stiff quasilinear boundary problems. Zb. rad. Prir. Mat. Fak. Univ. Novom Sadu, Ser. mat.12, 151–176 (1982).

    Google Scholar 

  10. Marchuk, G. I., Shaidurov, V. V.: Povishenie tochnosti reshenii raznostnyh shem. Moskva: Nauka 1979.

    Google Scholar 

  11. Shishkin, G. T.: Raznostnaya shema na neravnomernoi setke dlya differencial'nogo uravneniya s malym parametrom pri starshei proizvodnoi. Zh. vychisl. mat. i mat. fiz.23, 609–619 (1983).

    Google Scholar 

  12. Vlanović, R.: An exponentially fitted scheme on a non-uniform mesh. Zb. rad. Prir.-Mat. Fak. Univ. Novom Sadu, Ser. mat.12, 205–215 (1982).

    Google Scholar 

  13. Vulanović, R.: On numerical solution of a type of singularly perturbed boundary value problem by using a special discretization mesh. Zb. rad. Prir.-Mat. Fak. Univ. Novom Sadu, Ser. mat.13, 187–201 (1983).

    Google Scholar 

  14. Weiss, R.: An analysis of the box and trapezoidal schemes for linear singularly perturbed boundary value problems. Math Comp.42, 41–67 (1984).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Vulanović, R., Herceg, D. & Petrović, N. On the extrapolation for a singularly perturbed boundary value problem. Computing 36, 69–79 (1986). https://doi.org/10.1007/BF02238193

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02238193

AMS Subject Classifications

Key words

Navigation