Robust computational methods for two-parameter singular perturbation problems

Abstract

This thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov type) as well as a tted operator nite di erence method. We notice that results on Bakhvalov mesh are better than those on Shishkin mesh. However, piecewise uniform meshes provide a simpler platform for analysis and computations. Fitted operator methods are even simpler in these regards due to the ease of operating on uniform meshes. Richardson extrapolation is applied on one of the tted mesh nite di erence method (those based on Shishkin mesh) as well as on the tted operator nite di erence method in order to improve the accuracy and/or the order of convergence. This is our main contribution to this eld and in fact we have achieved very good results after extrapolation on the tted operator finitete difference method. Extensive numerical computations are carried out on to confirm the theoretical results.