Numerical Solution of Systems of Singularly Perturbed Differential Equations

Abstract — A survey is given of current research into the numerical solution of timeindependent systems of second-order differential equations whose diffusion coefficients are small parameters. Such problems are in general singularly perturbed. The equations in these systems may be coupled through their reaction and/or convection terms. Only numerical methods whose accuracy is guaranteed for all values of the diffusion parameters are considered here. Some new unifying results are also presented.