Abstract: In this paper it is discussed the difference method for the solution of singular perturbation problems for the elliptic equations, involving small parameter in the higher derivatives. As ε= 0 the original equations are degenerated into the parabolic equations.Authors constructed special difference schemes by means of the boundary layer properties of the solutions of these problems as well as investigated the convergence of this scheme and asymptotic behaviour of the solutions. Finally, a numerical example is given.

Key words: wavelet analysis, filter, trigonometric functions, analytic construction