Tailored Finite Point Method for a Singular Perturbation Problem with Variable Coefficients in Two Dimensions

Authors:
Houde Han;Zhongyi Huang
Affiliations:
Dept. of Mathematical Sciences, Tsinghua University, Beijing, China 100084;Dept. of Mathematical Sciences, Tsinghua University, Beijing, China 100084
Venue:
Journal of Scientific Computing
Year:
2009

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Abstract

In this paper, we propose a tailored-finite-point method for a type of linear singular perturbation problem in two dimensions. Our finite point method has been tailored to some particular properties of the problem. Therefore, our new method can achieve very high accuracy with very coarse mesh even for very small 驴, i.e. the boundary layers and interior layers do not need to be resolved numerically. In our numerical implementation, we study the classification of all the singular points for the corresponding degenerate first order linear dynamic system. We also study some cases with nonlinear coefficients. Our tailored finite point method is very efficient in both linear and nonlinear coefficients cases.