Numerical methods for singularly perturbed differential equations

de Hans-Görg Roos, Martin Stynes, Lutz Tobiska

This book collects, explains and analyses basic methods and recent results for the successful numerical solution of singularly perturbed differential equations. Such equations model many physical phenomena and their solutions are characterized by the presence of layers. The book is a wide-ranging introduction to the exciting current literature in this area. It concentrates on linear convection-diffusion equations and related nonlinear flow problems, encompassing both ordinary and partial differential equations. While many numerical methods are considered, particular attention is paid to those with realistic error estimates. The book provides a solid and thorough foundation for the numerical analysis and solution of singular perturbation problems.