An Almost Second Order Uniformly Convergent Scheme for a Singularly Perturbed Initial Value Problem

Abstract

In this paper a nonlinear singularly perturbed initial problem is considered. The behavior of the exact solution and its derivatives is analyzed, and this leads to the construction of a Shishkin-type mesh. On this mesh a hybrid difference scheme is proposed, which is a combination of the second order difference schemes on the fine mesh and the midpoint upwind scheme on the coarse mesh. It is proved that the scheme is almost second-order convergent, in the discrete maximum norm, independently of singular perturbation parameter. Numerical experiment supports these theoretical results.