A Fitted Second Order Finite Difference Method for Singular Perturbation Problems Exhibiting Dual Layers
نویسندگان
چکیده
Abstract In this paper a fitted second-order finite difference method is presented for solving singularly perturbed two-point boundary value problems with the boundary layer at both end (left and right) points. We have introduced a fitting factor in second-order tri-diagonal finite difference scheme and it is obtained from the theory of singular perturbations. The efficient Thomas algorithm is used to solve the tri-diagonal system. Maximum absolute errors are presented in tables to show the efficiency of the method.
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