Numerical treatment of nonlocal boundary value problem with layer behaviour

Abstract

This paper deals with the singularly perturbed nonlocal boundary value problem for a linear first order differential equation. For the numerical solution of this problem, we use a fitted difference scheme on a piecewise uniform Shishkin mesh. An error analysis shows that the method is almost first order convergent, in the discrete maximum norm, independently of the perturbation parameter. Numerical results are presented which illustrate the theoretical results.