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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2007 Volume 10, Number 3, Pages 267–275 (Mi sjvm83)

This article is cited in 27 papers

Method of interpolation for a boundary layer problem

A. I. Zadorin

Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science

Abstract: A singularly perturbed boundary value problem for a second order ordinary differential equation is considered. It is assumed that the solution is found at the nodes of a uniform or nonuniform mesh. An interpolation method taking into account the boundary layer part of the solution is proposed. Using the constructed interpolation function, we find the derivative of the solution with an accuracy uniform with respect to a parameter at any point of the interval.

Key words: ordinary differential equation, boundary layer, mesh solution, linear interpolation, exponential interpolation, numerical differentiation.

UDC: 519.62

Received: 11.04.2006
Revised: 10.10.2006



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