EXPONENTIALLY FITTED FINITE DIFFERENCE METHOD FOR SINGULAR PERTURBATION BVPS

In this paper an exponentially fitted finite difference method is presented for solving singularly perturbed two-point boundary value problems BVPs with the boundary layer at left or right point. A fitting factor is introduced in a tridiagonal finite difference scheme and is obtained from the theory of singular perturbations. Thomas algorithm is used to solve the system.

Keywords:

singular perturbation problems , two-point BVPs , exponentially fitted method