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A fast adaptive numerical method for stiff two-point boundary value problems

delete1997-03-01
delete57
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OA
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J
June‐Yub Lee
L
Leslie Greengard
DOI:10.1137/S1064827594272797delete
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摘要

摘要

En 中文
We describe a robust, adaptive algorithm for the solution of singularly perturbed two-point boundary value problems. Many different phenomena can arise in such problems, including boundary layers, dense oscillations, and complicated or ill-conditioned internal transition regions. Working with an integral equation reformulation of the original differential equation, we introduce a method for error analysis which can be used for mesh refinement even when the solution computed on the current mesh is underresolved. Based on this method, we have constructed a black-box code for stiff problems which automatically generates an adaptive mesh resolving all features of the solution. The solver is direct and of arbitrarily high-order accuracy and requires an amount of time proportional to the number of grid points.
Keyword:
mesh refinement
integral equations
singular perturbations problems

期刊

SIAM Journal on Scientific Computing 封面图
SIAM Journal on Scientific Computing
IF:
2.6
论文数:
5.1K
被引数:
1.8W

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