A non-linear single step explicit scheme for non-linear two-point singularly perturbed boundary value problems via initial value technique

Abstract

In this paper, a method based on initial value technique is proposed for solving non-linear two-point singularly perturbed boundary value problems for second order ordinary differential equations (ODEs) with a boundary layer at one (either left or right) end. The original singularly perturbed boundary value problem is reduced to an initial value problem approximated by its outer solution (asymptotic approximation). The new initial value problem is solved by proposed non-linear single step explicit scheme followed the idea given in [F.D. Van Niekerk, Non-linear one-step methods for initial value problems, Comput. Math. Appl. 13 (1987) 367–371]. The proposed scheme has been shown to be of order two. To demonstrate the applicability of the proposed scheme several (linear and non-linear) problems have been solved. It is observed that the present scheme approximate the exact solution very well.