An Extended Finite Difference Method for Singular Perturbation Problems on a Non-Uniform Mesh

Abstract

An extended second order finite difference method on a variable mesh is proposed for the solution of a singularly perturbed boundary value problem. A discrete equation is achieved on the non uniform mesh by extending the first and second order derivatives to the higher order finite differences. This equation is solved efficiently using a tridiagonal solver. The proposed method is analysed for convergence, and second order convergence is derived. Model examples are solved by the proposed scheme and compared with available methods in the literature to uphold the method.

Keywords

• non uniform grid
• finite difference method
• singular perturbation
• boundary layer