On a finite difference analogue of a singularly boundary value problem


Dragoslav Herceg, Nataša Krejić, Helena Maličić




We consider a finite difference analogue for singularly perturbed boundary value problem obtained by the central difference scheme and the Hermite scheme on a special nonuniform mesh. The obtained systems of linear algebraic equations are solved using a method which is approximately three times faster than the usual method based on LU decomposition.