Uniformly Convergent Second Order Completely Fitted Finite Difference Scheme for Two-Parameters Singularly Perturbed Two Point Boundary Value Problem (original) (raw)

Abstract

In this paper, a uniformly convergent completely exponential fitted finite difference method is constructed for the solution of two parameters singularly perturbed two-point boundary value problem having dual boundary layer on a uniform mesh. In this method, the discretization equation is developed using higher order finite difference approximations for the derivative terms. Two fitting factors are inserted in the finite difference scheme to take care of the two parameters of the problem. The discretization equation is solved by using the tridiagonal solver discrete invariant imbedding. Convergence of the method is analyzed and the maximum absolute errors with comparison for the standard examples are tabulated to show the efficiency of the method.

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