The authors consider four singular perturbation problems for partial differential equations involving a small coefficient in higher derivatives, such as elliptic, parabolic, Schrödinger, and hyperbolic equations. In each of the four cases the equation is reduced by elementary transformations to (*) . The minimal assumption on the initial value problem for any of the equations is well posedness, this is satisfied if and only if is the infinitesimal generator of a strongly continuous cosine function.
The solution to (*) may be represented explicitly by solution operators, i.e. operator valued sine and cosine functions. Hence, the paper considers approximations by finite difference schemes of the original initial value problems, based on the reduction of each equation to (*) and on the simplest difference scheme for (*), a direct generalization of the Courant-Friedrichs-Lewy difference scheme for the one-dimensional wave equation. Everywhere approximation is shown of arbitrary order in the discretization step, uniform with respect to .