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On uniform difference schemes for second-order singular perturbation problems in Banach spaces. (English) Zbl 0745.65037

The authors consider four singular perturbation problems for partial differential equations involving a small coefficient \(\varepsilon^ 2\) in higher derivatives, such as elliptic, parabolic, Schrödinger, and hyperbolic equations. In each of the four cases the equation is reduced by elementary transformations to (*) \(v''(t)=Av(t)+g(t)\). The minimal assumption on the initial value problem for any of the equations is well posedness, this is satisfied if and only if \(A\) is the infinitesimal generator of a strongly continuous cosine function.
The solution to (*) may be represented explicitly by solution operators, i.e. operator valued sine and cosine functions. Hence, the paper considers approximations by finite difference schemes of the original initial value problems, based on the reduction of each equation to (*) and on the simplest difference scheme for (*), a direct generalization of the Courant-Friedrichs-Lewy difference scheme for the one-dimensional wave equation. Everywhere approximation is shown of arbitrary order in the discretization step, uniform with respect to \(\varepsilon\).

MSC:

65J10 Numerical solutions to equations with linear operators
65L12 Finite difference and finite volume methods for ordinary differential equations
65N06 Finite difference methods for boundary value problems involving PDEs
34G10 Linear differential equations in abstract spaces
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
34E15 Singular perturbations for ordinary differential equations
35B25 Singular perturbations in context of PDEs
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