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FD method of arbitrary uniform order of accuracy for solving singularly perturbed boundary problems for second-order ordinary differential equations

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Abstract

Using a functional-discrete approach, three-point difference schemes of arbitrary order of accuracy are constructed for solving the Dirichlet problem for second-order ordinary differential equations (ODE) with a small parameter multiplying the leading derivative. The uniform convergence of the schemes with respect to the small parameter is proved, and a recursive algorithm for their realization is constructed. Bibliography:4 titles.

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References

  1. K. V. Yemelyanov, “A difference scheme of arbitrary order of accuracy for the equation\(\varepsilon ^2 u'' - b(x)u = - f(x)\),” in:Differential Equations with Small Parameter [in Russian], Sverdlovsk University Press (1984), pp. 76–88.

  2. V. L. Makarov, “On a functional-discrete method of arbitrary order of accuracy for solving the Sturm-Liouville problem with piecewise smooth coefficients,”Dokl. AN SSSR,320, No. 1, 34–39 (1991).

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  3. V. L. Makarov,On a functional-discrete approach to problems in mathematical physics [in Russian], Proceeding of the N. P. Vekua Seminar, Institute for Applied Mathematics at the Tbilisi State University, Tbilisi (1991).

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Translated fromObchyslyuval’na ta Prykladna Matematyka, No. 77, 1993, pp. 35–43.

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Grekov, L.D., Krasnikov, V.M. FD method of arbitrary uniform order of accuracy for solving singularly perturbed boundary problems for second-order ordinary differential equations. J Math Sci 77, 3420–3425 (1995). https://doi.org/10.1007/BF02367988

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  • DOI: https://doi.org/10.1007/BF02367988

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