Analysis of the numerical differentiation formulas of functions with large gradients

Abstract

The solution of a singularly perturbed problem corresponds to a function with large gradients. Therefore the question of interpolation and numerical differentiation of such functions is relevant. The interpolation based on Lagrange polynomials on uniform mesh is widely applied. However, it is known that the use of such interpolation for the function with large gradients leads to estimates that are not uniform with respect to the perturbation parameter and therefore leads to errors of order O(1). To obtain the estimates that are uniform with respect to the perturbation parameter, we can use the polynomial interpolation on a fitted mesh like the piecewise-uniform Shishkin mesh or we can construct on uniform mesh the interpolation formula that is exact on the boundary layer components. In this paper the numerical differentiation formulas for functions with large gradients based on the interpolation formulas on the uniform mesh, which were proposed by A.I. Zadorin, are investigated. The formulas for the first and the second derivatives of the function with two or three interpolation nodes are considered. Error estimates that are uniform with respect to the perturbation parameter are obtained in the particular cases. The numerical results validating the theoretical estimates are discussed.