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High-order finite-difference techniques for linear singular perturbation boundary value problems. (English) Zbl 1168.76343
Summary: Three high-order finite-difference techniques are developed for the second-order, singularity perturbed linear boundary value problem in one dimension. Taylor series expansions and error conversions are used for the development of the techniques. Convergence and stability conditions of these techniques are proved, and some numerical results are given.

MSC:
76M20 Finite difference methods applied to problems in fluid mechanics
65L12 Finite difference and finite volume methods for ordinary differential equations
65L10 Numerical solution of boundary value problems involving ordinary differential equations
65L20 Stability and convergence of numerical methods for ordinary differential equations
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