A uniformly convergent scheme for two-parameter problems having layer behaviour

Abstract

We present a numerical scheme for the solution of two-parameter singularly perturbed problems whose solution has multi-scale behaviour in the sense that there are small regions where the solution changes very rapidly (known as layer regions) otherwise the solution is smooth (known as a regular region) throughout the domain of consideration. In particular, to solve the problems whose solution exhibits twin boundary layers at both endpoints of the domain of consideration, we propose a collocation method based on the quintic B-spline basis functions. A piecewise-uniform mesh that increases the density within the layer region compared to the outer region is used. An (N+1)×(N+1) penta-diagonal system of algebraic equations is obtained after the discretization. A well-known fast penta-diagonal system solver algorithm is used to solve the system. We have shown that the method is almost fourth-order parameters uniformly convergent. The theoretical estimates are verified through numerical simulations for two test problems.