On acceleration of solving singularly perturbed boundary value problem


Dragoslav Herceg, Helena Maličić




We consider numerical methods for solving discrete analogue of nonlinear singularly perturbed boundary value problem using a combination of the Hermite scheme and standard central difference scheme on mesh of Bakhvalov type. The obtained nonlinear system is solved by Newton’s method and also transformed and split in two systems. New algorithms involve solving Newtonian linear systems with symmetric and positive definite matrix using conjugate gradient and Orthomin methods.