A Parameter-Uniform Finite Difference Method for Multiscale Singularly Perturbed Linear Dynamical Systems

zbMath1198.65123arXiv0903.1795MaRDI QIDQ3585684

S. Valarmathi, John J. H. Miller

Publication date: 20 August 2010

Full work available at URL: https://arxiv.org/abs/0903.1795

zbMATH Keywords

maximum principlefinite difference methodinitial value problemlinear dynamical systemmultiscale problemsparameter-uniform convergenceShiskin piecewise-uniform mesh

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Singular perturbations for ordinary differential equations (34E15) Finite difference and finite volume methods for ordinary differential equations (65L12)

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