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Math. Comput. Appl. 2014, 19(3), 208-217; doi:10.3390/mca19030208

Special Finite Difference Method for Singular Perturbation Problems with One-End Boundary Layer

1
Department of Mathematics, Nizam College, Osmania University, 500001 Hyderabad, India
2
Department of Mathematics, National Institute of Technology, Warangal-506004, India
*
Authors to whom correspondence should be addressed.
Published: 1 December 2014
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Abstract

In this paper, we have presented a special finite difference method for solving a singular perturbation problem with layer behaviour at one end. In this method, we have used a second order finite difference approximation for the second derivative, a modified second order upwind finite difference approximation for the first derivative and a second order average difference approximation for y to reduce the global error and retaining tridiagonal system. Then the discrete invariant imbedding algorithm is used to solve the tridiagonal system. This method controls the rapid changes that occur in the boundary layer region and it gives good results in both cases i.e., h ≤ ε and ε << h. The existence and uniqueness of the discrete problem along with stability estimates are discussed. Also we have discussed the convergence of the method. We have presented maximum absolute errors for the standard examples chosen from the literature.
Keywords: singularly perturbed boundary value problems; boundary layer; tridiagonal matrix; diagonally dominant; maximum absolute error singularly perturbed boundary value problems; boundary layer; tridiagonal matrix; diagonally dominant; maximum absolute error
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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MDPI and ACS Style

Phaneendra, K.; Madhulatha, K.; Reddy, Y. Special Finite Difference Method for Singular Perturbation Problems with One-End Boundary Layer. Math. Comput. Appl. 2014, 19, 208-217.

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