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arXiv 0903.1795math.NAcs.NAmath.DS
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多尺度奇异摄动线性动力系统的参数一致有限差分方法

A Parameter-Uniform Finite Difference Method for Multiscale Singularly Perturbed Linear Dynamical Systems

Bishop Heber College(Autonomous)(比肖普希伯学院(自治));Institute for Numerical Computation and Analysis(数值计算与分析研究所)

S Valarmathi, John J H Miller

AI总结:

针对具有不同小参数的奇异摄动常微分方程组,提出基于Shishkin分段均匀网格的经典有限差分方法,并证明其关于所有参数一致一阶收敛。

摘要:

考虑具有给定初始条件的一阶奇异摄动常微分方程组。每个方程的首项乘以一个小正参数。这些参数假设互不相同,并决定了该问题解的不同尺度。构造了一个Shishkin分段均匀网格,与经典有限差分离散化结合,形成一种求解该问题的新数值方法。证明了该方法得到的数值近似在所有参数下本质上是一阶一致收敛的。

英文摘要:

A system of singularly perturbed ordinary differential equations of first order with given initial conditions is considered. The leading term of each equation is multiplied by a small positive parameter. These parameters are assumed to be distinct and they determine the different scales in the solution to this problem. A Shishkin piecewise--uniform mesh is constructed, which is used, in conjunction with a classical finite difference discretization, to form a new numerical method for solving this problem. It is proved that the numerical approximations obtained from this method are essentially first order convergent uniformly in all of the parameters.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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