On the hybrid finite difference scheme for a singularly perturbed Riccati equation

Abstract

In this paper a singularly perturbed Riccati equation is considered. The problem is solved by using a hybrid finite difference method on a Shishkin mesh. The method is composed of the midpoint upwind scheme and the backward Euler scheme based on the relation between the local mesh width and the perturbation parameter. It is proved that the scheme is almost second-order convergent, in the global maximum norm, independently of the singular perturbation parameter. Numerical experiments support the theoretical results.