Difference schemes for the class of singularly perturbed boundary value problems

Abstract

This work deals with the construction of difference schemes for the numerical solution of singularly perturbed boundary value problems, which appear while solving heat transfer equations with spherical symmetry. The projective version of integral interpolation (PVIIM) method is used. Derived schemes allow to approximate the solution of the problem and the derivatives of the solution at the same time. Moreover, they allow to approximate the boundary conditions of general form in the framework of the same method. New schemes are tested in order to compare them with well known difference schemes. Estimates for rates of classical and uniform convergence are carried out. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)