Variable Step/Order Generalized Upwind Methods for the Numerical Solution of Second Order Singular Perturbation Problems
نویسندگان
چکیده
We propose a simple and quite efficient code to solve singular perturbation problems when the perturbation parameter ǫ is very small. The code is based on generalized upwind methods of order ranging from 4 to 10 and uses highly variable stepsize to fit the boundary regions with relatively few points. An extensive numerical test section shows the effectiveness of the proposed technique on linear problems. c © 2009 European Society of Computational Methods in Sciences and Engineering
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