An efficient numerical method for singular perturbation problems. (English) Zbl 1095.65068

This paper deals with a numerical solution of singularly perturbed boundary value problems. Two schemes to integrate singularly perturbed system of initial value problems are presented. The first method is a combination ot the classical finite difference scheme and the exponentially fitted difference scheme. The second method is completely of exponential type. Two numerical examples are provided.


65L10 Numerical solution of boundary value problems involving ordinary differential equations
34B05 Linear boundary value problems for ordinary differential equations
34E15 Singular perturbations for ordinary differential equations
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