Parameter-robust numerical method for a system of singularly perturbed initial value problems

Abstract

In this work we study a system of M(???2) first-order singularly perturbed ordinary differential equations with given initial conditions. The leading term of each equation is multiplied by a distinct small positive parameter, which induces overlapping layers. A maximum principle does not, in general, hold for this system. It is discretized using backward Euler difference scheme for which a general convergence result is derived that allows to establish nodal convergence of O(N ???1ln N) on the Shishkin mesh and O(N ???1) on the Bakhvalov mesh, where N is the number of mesh intervals and the convergence is robust in all of the parameters. Numerical experiments are performed to support the theoretical results.