A First Order Accuracy Scheme on Non-uniform Mesh
Mirjana Stojanović
It is proved that the exponentially fitted quadratic spline
difference scheme derived in [5] and applied to the singularly
perturbed two-point boundary value problem
$$
\aligned
&\varepsilon y''+p(x)y'=f(x),\quad 00.
\endaligned
$$
has the first order of uniform convergence on non-uniform mesh. In
order to achieve the uniform first order accuracy the special "almost
uniform mesh" which satisfies the condition
$h_i=h_{i-1}+Mh_{i-1}\max(x_i,\varepsilon)$ was constructed. The
results are illustrated by numerical experiments.