The Difference Schemes for Solving Singularly Perturbed Three-Point Boundary Value Problem

Abstract

In this paper, we propose and analyze numerical treatment for a singularly perturbed convection-diffusion boundary value problem with nonlocal condition. First, the boundary layer behavior of the exact solution and its first derivative have been estimated. Then we construct a finite difference scheme on a uniform mesh. We prove the uniform convergence of the proposed difference scheme and give an error estimate. We also present numerical examples, which demonstrate computational efficiency of the proposed method.