A NUMERICAL METHOD FOR SINGULARLY PERTURBED SYSTEM OF SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS OF CONVECTION DIFFUSION TYPE WITH A DISCONTINUOUS SOURCE TERM

2009 
In this paper, a numerical method that uses standard finite difference scheme defined on Shishkin mesh for a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.
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