Applied Mathematics and Mechanics (English Edition) ›› 1999, Vol. 20 ›› Issue (4): 379-387.

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A UNIFORMLY CONVERGENT FINITE DIFFERENCE METHOD FOR A SINGULARLY PERTURBED INITIAL VALUE PROBLEM

G. M. Amiraliyev, Hakki Duru   

  1. Department of Mathematics, Y Y University, 65080 VAN, TURKEY
  • Received:1997-11-25 Online:1999-04-18 Published:1999-04-18

Abstract: Initial value problem for linear second order ordinary differential equation with small parameter by the first and second derivatives is considered. An exponentially fitted difference scheme with constant fitting factors is developed in a uniform mesh, which gives first-order uniform convergence in the sense of discrete maximum norm. Numerical results are also presented.

Key words: uniform convergence, initial value condition, linear ordinary differential equation, singular perturbation, difference scheme

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