A Uniformly Convergent Numerical Method Using Weak Formulation for Singularly Perturbed Differential Equations

Abstract

A numerical method using weak formulation is proposed to solve singularly perturbed differential equations. The numerical method is applied to both linear and nonlinear perturbation problems. A linear differential equation is solved using its weak formulation with a test space composed of exponential functions matching boundary layers. A nonlinear singular perturbation problem is converted into a system of linear differentiation equations. Then each linear differential equation is solved iteratively. The uniform convergence, which is independent of the singular perturbation parameter, is numerically verified.