On the worst scenario method: Application to uncertain nonlinear differential equations with numerical examples
In the present paper we are concerned with the problem of numerical solution of ordinary differential equations with parameters. Our method is based on a one-step procedure for IDEs combined with an iterative process. Simple sufficient conditions for the convergence of this method are obtained. Estimations of errors and some numerical examples are given.
A general theory of one-step methods for two-point boundary value problems with parameters is developed. On nonuniform nets , one-step schemes are considered. Sufficient conditions for convergence and error estimates are given. Linear or quadratic convergence is obtained by Theorem 1 or 2, respectively.
In this paper, we examine a particular class of singularly perturbed convection-diffusion problems with a discontinuous coefficient of the convective term. The presence of a discontinuous convective coefficient generates a solution which mimics flow moving in opposing directions either side of some flow source. A particular transmission condition is imposed to ensure that the differential operator is stable. A piecewise-uniform Shishkin mesh is combined with a monotone finite difference operator...