An Intial-Value Technique for Self-Adjoint Singularly Perturbed Two-Point Boundary Value Problems

Abstract

In this paper, we present an initial value technique for solving self-adjoint singularly perturbed linear boundary value problems. The original problem is reduced to its normal form and the reduced problem is converted to first order initial value problems. This replacement is significant from the computational point of view. The classical fourth order Runge-Kutta method is used to solve these initial value problems. This approach to solve singularly perturbed boundary-value problems is numerically very appealing. To demonstrate the applicability of this method, we have applied it on several linear examples with left-end boundary layer and right-end layer. From the numerical results, the method seems accurate and solutions to problems with extremely thin boundary layers are obtained.